- 25The algorithm is available from the author upon request. 18 Interest Rate Differential to US 10-Year Inflation-Linked Government Bonds ♦nzl ■nzl ♦a lis ■..'[ - - ■BUS - -♦ e - ■gbr ♦ipn +' . 1 t-1-1-1-1-r -5 -4 -3 -2 log[Share ofOECD GDP) ■Jan97-Nov01 + Dec01-NowQ7 - Fitted Figure 4: Unconditional scatterplot of average differences in annualized yields on inflation-linked bonds of various countries to US TIPS for the time periods Jan 1997-Nov 2001 and Dec 2001-Nov 2007 plotted over the log of the share that each country contributes to total OECD output.
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