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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Department/Agency | Bank of Canada. |
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Title | Deriving agents' inflation forecasts from the term structure of interest rates / by Christopher Ragan. |
Series title | Bank of Canada working paper1701-939795-1 |
Publication type | Series - View Master Record |
Language | [English] |
Format | Electronic |
Electronic document | |
Other formats | Paper-[English] |
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. |
Publishing information | Ottawa - Ontario : Bank of Canada January 1995. |
Description | 41p.graphs, references, tables |
ISSN | 1701-9397 |
Catalogue number |
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Subject terms | Interest rates |
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