Expectations in the Term Structure of Interest Rates
In: Economic Forecasts and Expectations: Analysis of Forecasting Behavior and Performance
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References listed on IDEAS
- 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.
- J. M. Culbertson, 1957. "The Term Structure of Interest Rates," The Quarterly Journal of Economics, Oxford University Press, vol. 71(4), pages 485-517.
- 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.
- J. Tobin, 1958. "Liquidity Preference as Behavior Towards Risk," Review of Economic Studies, Oxford University Press, vol. 25(2), pages 65-86.
- David Durand, 1942. "Basic Yields of Corporate Bonds, 1900-1942," NBER Books, National Bureau of Economic Research, Inc, number dura42-1, April.
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- 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.
- Robert J. Shiller, 1975. "Rational Expectations and the Dynamic Structure of Macroeconomic Models:A Critical Review," NBER Working Papers 0093, National Bureau of Economic Research, Inc.
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