The Real Thing: A Dynamic Profile of the Term Structure of Real Interest Rates and Inflation Expectations in the United Kingdom, 1982-89
This article estimates real interest rates and inflation expectations from market-observable data without assuming anything about the form of agents' expectation-formation mechanism. By examining prices of index-linked and conventional gilt-edged securities form the U.K. bond market, real interest rates and inflation expectations are computed quarterly beginning 1982:2 for up to fourteen maturities ranging from 1988 to 2024. Copyright 1990 by the University of Chicago.
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