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Interest rate forecasts and market efficiency

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  • Adrian W. Throop
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    File URL: http://www.frbsf.org/publications/economics/review/1981/81-2_29-43.pdf
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    Article provided by Federal Reserve Bank of San Francisco in its journal Economic Review.

    Volume (Year): (1981)
    Issue (Month): Spr ()
    Pages: 29-43

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    Handle: RePEc:fip:fedfer:y:1981:i:spr:p:29-43
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    1. Sargent, Thomas J, 1972. "Rational Expectations and the Term Structure of Interest Rates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 4(1), pages 74-97, Part I Fe.
    2. Reuben A. Kessel, 1965. "The Cyclical Behavior of the Term Structure of Interest Rates," NBER Books, National Bureau of Economic Research, Inc, number kess65-1, November.
    3. Joines, Douglas, 1977. "Short-Term Interest Rates as Predictors of Inflation: Comment," American Economic Review, American Economic Association, vol. 67(3), pages 476-477, June.
    4. Modigliani, Franco & Shiller, Robert J, 1973. "Inflation, Rational Expectations and the Term Structure of Interest Rates," Economica, London School of Economics and Political Science, vol. 40(157), pages 12-43, February.
    5. Richard W. Lang & Robert H. Rasche, 1978. "A comparison of yields on future contracts and implied forward rates," Review, Federal Reserve Bank of St. Louis, issue Dec, pages 21-30.
    6. William Poole, 2001. "Expectations," Review, Federal Reserve Bank of St. Louis, issue Mar, pages 1-10.
    7. Friedman, Benjamin M, 1979. "Interest Rate Expectations versus Forward Rates: Evidence from an Expectations Survey," Journal of Finance, American Finance Association, vol. 34(4), pages 965-973, September.
    8. Shiller, Robert J, 1973. "Rational Expectations and the Term Structure of Interest Rates: Comment," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 5(3), pages 856-860, August.
    9. Carlson, John A, 1977. "Short-Term Interest Rates as Predictors of Inflation: Comment," American Economic Review, American Economic Association, vol. 67(3), pages 469-475, June.
    10. Fildes, Robert A & Fitzgerald, M Desmond, 1980. "Efficiency and Premiums in the Short-Term Money Market," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 12(4), pages 615-629, November.
    11. Hamburger, Michael J & Platt, Elliott N, 1975. "The Expectations Hypothesis and the Efficiency of the Treasury Bill Market," The Review of Economics and Statistics, MIT Press, vol. 57(2), pages 190-199, May.
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