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Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates

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Author Info

  • Robert J. Shiller

    (Yale University)

  • John Y. Campbell

    (Assistant to the Editors)

  • Kermit L. Schoenholtz

    (Yale University)

Abstract

No abstract is available for this item.

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Bibliographic Info

Article provided by Economic Studies Program, The Brookings Institution in its journal Brookings Papers on Economic Activity.

Volume (Year): 14 (1983)
Issue (Month): 1 ()
Pages: 173-224

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Handle: RePEc:bin:bpeajo:v:14:y:1983:i:1983-1:p:173-224

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Keywords: macroeconomics; interest rates; term structure;

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References

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  1. Charles Engel & Jeffrey A. Frankel, 1982. "Why Money Announcements Move Interest Rates: An Answer from the Foreign Exchange Market," NBER Working Papers 1049, National Bureau of Economic Research, Inc.
  2. 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.
  3. 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.
  4. 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.).
  5. Arrow, Kenneth J, 1982. "Risk Perception in Psychology and Economics," Economic Inquiry, Western Economic Association International, vol. 20(1), pages 1-9, January.
  6. 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.
  7. V. Vance Roley, 1983. "Asset Substitutability and the Impact of Federal Deficits," NBER Working Papers 1082, National Bureau of Economic Research, Inc.
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  1. Why Those Guys Won the Economics Nobels
    by Justin Fox in HBR Blog Network on 2014-04-02 14:00:40
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