Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates
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|Date of creation:||Jun 1983|
|Date of revision:|
|Publication status:||Published in Reprinted in Brookings Papers on Economic Activity (1983), 1: 173-217|
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- Shiller, Robert J., 1981.
"Alternative tests of rational expectations models : The case of the term structure,"
Journal of Econometrics,
Elsevier, vol. 16(1), pages 71-87, May.
- Robert J. Shiller, 1980. "Alternative Tests of Rational Expectations Models: The Case of the Term Structure," NBER Working Papers 0563, National Bureau of Economic Research, Inc.
- Agustin Maravall & David A. Pierce, 1980. "Errors in preliminary money stock data and monetary aggregate targeting," Special Studies Papers 152, Board of Governors of the Federal Reserve System (U.S.).
- Sargent, Thomas J., 1979.
"A note on maximum likelihood estimation of the rational expectations model of the term structure,"
Journal of Monetary Economics,
Elsevier, vol. 5(1), pages 133-143, January.
- Thomas J. Sargent, 1978. "A note on maximum likelihood estimation of the rational expectations model of the term structure," Staff Report 26, Federal Reserve Bank of Minneapolis.
- Shiller, Robert J, 1979. "The Volatility of Long-Term Interest Rates and Expectations Models of the Term Structure," Journal of Political Economy, University of Chicago Press, vol. 87(6), pages 1190-1219, December.
- V. Vance Roley, 1983. "Asset Substitutability and the Impact of Federal Deficits," NBER Working Papers 1082, National Bureau of Economic Research, Inc.
- Charles Engel & Jeffrey A. Frankel, 1982.
"Why Money Announcements Move Interest Rates: An Answer from the Foreign Exchange Market,"
NBER Working Papers
1049, National Bureau of Economic Research, Inc.
- Engel, Charles & Frankel, Jeffrey, 1982. "Why money announcements move interest rates: an answer from the foreign exchange market," Proceedings, Federal Reserve Bank of San Francisco, issue 6, pages 1-36.
- Arrow, Kenneth J, 1982. "Risk Perception in Psychology and Economics," Economic Inquiry, Western Economic Association International, vol. 20(1), pages 1-9, January.
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