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008150406|1996||||xxc|||||o    f|0| 0 eng|d
022 |a1701-9397
040 |aCaOODSP|beng
043 |an-cn---
0861 |aFB3-2/96-2E-PDF
1102 |aBank of Canada.
24510|aDecomposing U.S. nominal interest rates into expected inflation and ex ante real interest rates using structural VAR methodology / |h[electronic resource]|cby Pierre St-Amant.
260 |aOttawa - Ontario : |bBank of Canada |cJanuary 1996.
300 |a28p.|bgraphs, tables
4901 |aBank of Canada working paper|x1701-9397|v96-2
500 |a"In this paper, the author uses structural vector autoregression methodology to decompose U.S. nominal interest rates into an expected inflation component and an ex ante real interest rate component. He identifies inflation expectations and ex ante real interest rate shocks by assuming that nominal interest rates and inflation expectations move one-for-one in the long-run -- they are cointegrated (1,1) -- and that the real interest rate is stationary."--Abstract.
500 |aThe ISBN (0-662-24127-4) and ISSN (1192-5434) for the print edition have been incorrectly copied in this electronic publication.
504 |aBibliography.
5203 |aIn this paper, the author uses structural vector autoregression methodology to decompose U.S. nominal interest rates into an expected inflation component and an ex ante real interest rate component. He identifies inflation expectations and ex ante real interest rate shocks by assuming that nominal interest rates and inflation expectations move one-for-one in the long-run -- they are cointegrated (1,1) -- and that the real interest rate is stationary.--Abstract
546 |aRésumé en français.
590 |a11-19-Supp|b2011-09-23
69007|aInterest rates|2gcpds
7201 |aSt-Amant, Pierre
7760#|tDecomposing U.S. nominal interest rates into expected inflation and ex ante real interest rates using structural VAR methodology / |w(CaOODSP)9.612827
830#0|aWorking paper (Bank of Canada)|x1701-9397|v96-2|w(CaOODSP)9.504604
85640|ahttp://publications.gc.ca|qPDF|s272 KB|uhttps://publications.gc.ca/collections/Collection/FB3-2-96-2E.pdf|y96-2