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

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File URL: http://cowles.econ.yale.edu/P/cd/d06b/d0667.pdf
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Paper provided by Cowles Foundation for Research in Economics, Yale University in its series Cowles Foundation Discussion Papers with number 667.

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Length: 84 pages
Date of creation: Jun 1983
Date of revision:
Publication status: Published in Reprinted in Brookings Papers on Economic Activity (1983), 1: 173-217
Handle: RePEc:cwl:cwldpp:667

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Postal: Yale University, Box 208281, New Haven, CT 06520-8281 USA
Phone: (203) 432-3702
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Web page: http://cowles.econ.yale.edu/
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Postal: Cowles Foundation, Yale University, Box 208281, New Haven, CT 06520-8281 USA

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  1. Sargent, Thomas J., 1979. "A note on maximum likelihood estimation of the rational expectations model of the term structure," Journal of Monetary Economics, Elsevier, vol. 5(1), pages 133-143, January.
  2. Arrow, Kenneth J, 1982. "Risk Perception in Psychology and Economics," Economic Inquiry, Western Economic Association International, vol. 20(1), pages 1-9, January.
  3. V. Vance Roley, 1983. "Asset Substitutability and the Impact of Federal Deficits," NBER Working Papers 1082, National Bureau of Economic Research, Inc.
  4. 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.
  5. 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.
  6. 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.).
  7. 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.
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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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