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| 01670nam##2200313za#4500 |
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001 | 9.611734 |
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003 | CaOODSP |
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005 | 20211126112846 |
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007 | ta |
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008 | 150406|1995||||xxc||||| f|0| 0 eng|d |
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020 | |a0-662-22889-8 |
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022 | |a1192-5434 |
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040 | |aCaOODSP|beng |
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043 | |an-cn--- |
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086 | 1 |aFB3-2/95-1E |
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110 | 2 |aBank of Canada. |
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245 | 10|aDeriving agents' inflation forecasts from the term structure of interest rates / |cby Christopher Ragan. |
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260 | |aOttawa - Ontario : |bBank of Canada |c1995. |
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300 | |a32p. : |bgraphs, references ; |c28 cm. |
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490 | 1 |aWorking paper|x1192-5434|v95-1 |
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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. |
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520 | 3 |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 |
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546 | |aRésumés en français |
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563 | |aSoftcover |
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590 | |a95-11|b1995-03-17 |
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690 | 07|aInterest rates|2gcpds |
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720 | 1 |aRagan, Christopher |
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776 | 0#|tDeriving agents' inflation forecasts from the term structure of interest rates / |w(CaOODSP)9.571632 |
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830 | #0|aWorking paper,|x1192-5434|v95-1|w(CaOODSP)9.514622 |
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