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Expectations in the Term Structure of Interest Rates

In: Economic Forecasts and Expectations: Analysis of Forecasting Behavior and Performance

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  • Stanley Diller

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  • Stanley Diller, 1969. "Expectations in the Term Structure of Interest Rates," NBER Chapters, in: Economic Forecasts and Expectations: Analysis of Forecasting Behavior and Performance, pages 112-166, National Bureau of Economic Research, Inc.
    • Handle: RePEc:nbr:nberch:1217
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    References listed on IDEAS

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    1. J. M. Culbertson, 1957. "The Term Structure of Interest Rates," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 71(4), pages 485-517.
    2. J. Tobin, 1958. "Liquidity Preference as Behavior Towards Risk," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 25(2), pages 65-86.
    3. John H. Wood, 1963. "Expectations, Errors, and the Term Structure of Interest Rates," Journal of Political Economy, University of Chicago Press, vol. 71, pages 160-160.
    4. David Durand, 1942. "Basic Yields of Corporate Bonds, 1900-1942," NBER Chapters, in: Basic Yields of Corporate Bonds, 1900-1942, pages 1-40, National Bureau of Economic Research, Inc.
    5. David Durand, 1942. "Basic Yields of Corporate Bonds, 1900-1942," NBER Books, National Bureau of Economic Research, Inc, number dura42-1, March.
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    Cited by:

    1. Shiller, Robert J., 1978. "Rational expectations and the dynamic structure of macroeconomic models : A critical review," Journal of Monetary Economics, Elsevier, vol. 4(1), pages 1-44, January.
    2. Shiller, Robert J. & Huston McCulloch, J., 1990. "The term structure of interest rates," Handbook of Monetary Economics, in: B. M. Friedman & F. H. Hahn (ed.), Handbook of Monetary Economics, edition 1, volume 1, chapter 13, pages 627-722, Elsevier.

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