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Rational expectations and the expectations model of the term structure : A test using weekly data

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Author Info
Jones, David S.
Vance Roley, V.
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Article provided by Elsevier in its journal Journal of Monetary Economics.

Volume (Year): 12 (1983)
Issue (Month): 3 (September)
Pages: 453-465
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Handle: RePEc:eee:moneco:v:12:y:1983:i:3:p:453-465

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  1. Timothy Q. Cook & Thomas A. Lawler, 1983. "The behavior of the spread between Treasury bill rates and private money market rates since 1978," Working Paper 83-04, Federal Reserve Bank of Richmond. [Downloadable!]
  2. N. Gregory Mankiw & Jeffrey A. Miron, 1986. "The Changing Behavior of the Term Structure of Interest Rates," NBER Working Papers 1669, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  3. Arusha Cooray, 2003. "A test of the expectations hypothesis of the term structure of interest rates for Sri Lanka," Applied Economics, Taylor and Francis Journals, vol. 35(17), pages 1819-1827, November. [Downloadable!] (restricted)
  4. Robert J. Shiller & J. Huston McCulloch, 1987. "The Term Structure of Interest Rates," NBER Working Papers 2341, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  5. Frederic S. Mishkin, 1991. "The Information in the Longer Maturity Term Structure about Future Inflation," NBER Working Papers 3126, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  6. repec:fip:fedreq:y:1983:i:nov:p:3-15:n:v.69no.6 is not listed on IDEAS
  7. Magdalena Massot Perelló & Juan M. Nave Pineda, 2003. "La hipótesis de las expectativas en el largo plazo: evidencia en el mercado español de deuda pública," Investigaciones Economicas, Fundación SEPI, vol. 27(3), pages 533-564, September. [Downloadable!]
  8. Stefan Gerlach & Frank Smets, 1995. "The term structure of Euro-rates: some evidence in support of the expectations hypothesis," BIS Working Papers 28, Bank for International Settlements. [Downloadable!]
    Other versions:
  9. Andreas Fischer, 1989. "Interpreting the Term Structure of Interest Rates Using Weekly Money Announcements," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 125(I), pages 43-53, March. [Downloadable!]
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