000 01964nam##2200313za#4500
0019.571632
003CaOODSP
00520211126112844
007cr |||||||||||
008150406|1995||||xxc|||||o    f|0| 0 eng|d
022 |a1701-9397
040 |aCaOODSP|beng
043 |an-cn---
0861 |aFB3-2/95-1E-PDF
1102 |aBank of Canada.
24510|aDeriving agents' inflation forecasts from the term structure of interest rates / |h[electronic resource]|cby Christopher Ragan.
260 |aOttawa - Ontario : |bBank of Canada |cJanuary 1995.
300 |a41p.|bgraphs, references, tables
4901 |aBank of Canada working paper|x1701-9397|v95-1
500 |a"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.
500 |aThe ISBN (0-662-22889-8) and ISSN (1192-5434) for the print edition have been incorrectly copied in this electronic publication.
5203 |aIn 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
546 |aRésumé en français.
590 |a11-19-Supp|b2011-09-23
69007|aInterest rates|2gcpds
7201 |aRagan, Christopher
7760#|tDeriving agents' inflation forecasts from the term structure of interest rates / |w(CaOODSP)9.611734
830#0|aWorking paper (Bank of Canada)|x1701-9397|v95-1|w(CaOODSP)9.504604
85640|ahttp://publications.gc.ca|qPDF|s254 KB|uhttps://publications.gc.ca/collections/Collection/FB3-2-95-1E.pdf|y95-1