On the Expectations Hypothesis in US Term Structure
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Keywordsexpectations hypothesis; term structure of interest rates; vector autoregression;
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-07-15 (All new papers)
- NEP-FIN-2006-07-15 (Finance)
- NEP-MAC-2006-07-15 (Macroeconomics)
- NEP-MON-2006-07-15 (Monetary Economics)
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