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Expectations at the Short End of the Yield Curve: An Application of Macaulay's Test

In: Essays on Interest Rates, Volume 2

Listed author(s):
  • Thomas Sargent

No abstract is available for this item.

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This chapter was published in:
  • Jack M. Guttentag, 1971. "Essays on Interest Rates, Volume 2," NBER Books, National Bureau of Economic Research, Inc, number gutt71-2, June.
  • This item is provided by National Bureau of Economic Research, Inc in its series NBER Chapters with number 4004.
    Handle: RePEc:nbr:nberch:4004
    Contact details of provider: Postal:
    National Bureau of Economic Research, 1050 Massachusetts Avenue Cambridge, MA 02138, U.S.A.

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    References listed on IDEAS
    Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

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    1. Joseph W. Conard, 1966. "The Behavior of Interest Rates: A Progress Report," NBER Books, National Bureau of Economic Research, Inc, number cona66-1, June.
    2. John H. Wood, 1964. "The Expectations Hypothesis, the Yield Curve, and Monetary Policy," The Quarterly Journal of Economics, Oxford University Press, vol. 78(3), pages 457-470.
    3. Phillip Cagan, 1971. "Changes in the Cyclical Behavior of Interest Rates," NBER Chapters,in: Essays on Interest Rates, Volume 2, pages 3-34 National Bureau of Economic Research, Inc.
    4. Rodney Dobell & Thomas Sargent, 1969. "The Term Structure of Interest Rates in Canada," Canadian Journal of Economics, Canadian Economics Association, vol. 2(1), pages 65-77, February.
    5. Frederick R. Macaulay, 1938. "Some Theoretical Problems Suggested by the Movements of Interest Rates, Bond Yields and Stock Prices in the United States since 1856," NBER Books, National Bureau of Economic Research, Inc, number maca38-1, June.
    6. 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, June.
    7. Philip Cagan, 1966. "Introduction to "Changes in the Cyclical Behavior of Interest Rates"," NBER Chapters,in: Changes in the Cyclical Behavior of Interest Rates, pages 1-3 National Bureau of Economic Research, Inc.
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