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Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates Author info | Abstract | Publisher info | Download info | Related research | Statistics Robert J. Shiller (Yale University)John Y. Campbell (Assistant to the Editors)Kermit L. Schoenholtz (Yale University)Additional information is available for the following
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Article provided by Economic Studies Program, The Brookings Institution in its journal Brookings Papers on Economic Activity .
Volume (Year): 14 (1983)Issue (Month): 1983-1 ()Pages: 173-224Download reference. The following formats are available: HTML
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Handle: RePEc:bin:bpeajo:v:14:y:1983:i:1983-1:p:173-224Contact details of provider: http://www.brookings.edu/economics.aspx More information through EDIRC
For technical questions regarding this item, or to correct its listing, contact: (Lindsey Wilson).
Keywords: macroeconomics ; interest rates ; term structure ; Other versions of this item:
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References listed on IDEAS RePEc Author Service profile , click on "citations" and make appropriate adjustments.: Robert J. Shiller, 1980.
"Alternative Tests of Rational Expectations Models: The Case of the Term Structure NBER Working Papers
0563, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Shiller, Robert J, 1979.
"The Volatility of Long-Term Interest Rates and Expectations Models of the Term Structure Journal of Political Economy ,
University of Chicago Press, vol. 87(6), pages 1190-1219, December.
[Downloadable!] (restricted)
V. Vance Roley, 1983.
"Asset Substitutability and the Impact of Federal Deficits NBER Working Papers
1082, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Thomas J. Sargent, 1978.
"A note on maximum likelihood estimation of the rational expectations model of the term structure Staff Report
26, Federal Reserve Bank of Minneapolis.
[Downloadable!]
Arrow, Kenneth J, 1982.
"Risk Perception in Psychology and Economics Economic Inquiry ,
Oxford University Press, vol. 20(1), pages 1-9, January.
Shiller, Robert J., 1981.
"Alternative tests of rational expectations models : The case of the term structure Journal of Econometrics ,
Elsevier, vol. 16(1), pages 71-87, May.
[Downloadable!] (restricted)
Agustin Maravall & David A. Pierce, 1980.
"Errors in preliminary money stock data and monetary aggregate targeting Special Studies Papers
152, Board of Governors of the Federal Reserve System (U.S.).
Charles Engel & Jeffrey Frankel, 1982.
"Why money announcements move interest rates: an answer from the foreign exchange market Proceedings ,
Federal Reserve Bank of San Francisco, issue Nov, pages 1-36.
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