Deriving agents' inflation forecasts from the term structure of interest rates / by Christopher Ragan.  : FB3-2/95-1E-PDF

In this paper, the author uses the term structure of nominal interest rates to construct estimates of agents' expectations of inflation over several medium-term forecast horizons. The Expectations Hypothesis is imposed together with the assumption that expected future real interest rates are given by current real rates.--Abstract

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Ministère/Organisme Bank of Canada.
Titre Deriving agents' inflation forecasts from the term structure of interest rates / by Christopher Ragan.
Titre de la série Bank of Canada working paper1701-939795-1
Type de publication Série - Voir l'enregistrement principal
Langue [Anglais]
Format Électronique
Document électronique
Autres formats offerts Papier-[Anglais]
Note(s) "In this paper, the author uses the term structure of nominal interest rates to construct estimates of agents' expectations of inflation over several medium-term forecast horizons. The Expectations Hypothesis is imposed together with the assumption that expected future real interest rates are given by current real rates."--Abstract.
The ISBN (0-662-22889-8) and ISSN (1192-5434) for the print edition have been incorrectly copied in this electronic publication.
Résumé en français.
Information sur la publication Ottawa - Ontario : Bank of Canada January 1995.
Description 41p.graphs, references, tables
ISSN 1701-9397
Numéro de catalogue
  • FB3-2/95-1E-PDF
Descripteurs Interest rates
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