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"Peso Problem" Explanations for Term Structure Anomalies

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Author Info
Geert Bekaert
Robert J. Hodrick
David A. Marshall

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Abstract

We examine the empirical evidence on the expectations hypothesis of the term structure of interest rates in the United States, the United Kingdom, and Germany using the Campbell-Shiller (1991) regressions and a vector-autoregressive" methodology. We argue that anomalies in the U.S. term structure, documented by Campbell and Shiller (1991), may be due to a generalized peso problem in which a high-interest rate regime occurred less frequently in the sample of U.S. data than was rationally anticipated. We formalize this idea as a regime-switching model of short-term interest rates estimated with data" from seven countries. Technically, this model extends recent research on regime-switching models with state-dependent transitions to a cross-sectional setting. Use of the small sample distributions generated by the regime-switching model for inference considerably weakens the evidence against the expectations hypothesis, but it remains somewhat implausible that our data-generating process produced the U.S. data. However, a model that combines moderate time-variation in term premiums with peso-problem effects is largely consistent with term structure data from the U.S., U.K., and Germany.

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Paper provided by National Bureau of Economic Research, Inc in its series NBER Working Papers with number 6147.

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Date of creation: Aug 1997
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Handle: RePEc:nbr:nberwo:6147

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G1 - Financial Economics - - General Financial Markets
F3 - International Economics - - International Finance

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