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

  • Robert J. Shiller

    (Yale University)

  • John Y. Campbell

    (Assistant to the Editors)

  • Kermit L. Schoenholtz

    (Yale University)

No abstract is available for this item.

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File URL: http://www.brookings.edu/~/media/Files/Programs/ES/BPEA/1983_1_bpea_papers/1983a_bpea_shiller_campbell_schoenholtz_weiss.pdf
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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): 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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  1. 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.
  2. V. Vance Roley, 1983. "Asset Substitutability and the Impact of Federal Deficits," NBER Working Papers 1082, National Bureau of Economic Research, Inc.
  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. 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. Arrow, Kenneth J, 1982. "Risk Perception in Psychology and Economics," Economic Inquiry, Western Economic Association International, vol. 20(1), pages 1-9, January.
  7. 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.).
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