Deriving agents' inflation forecasts from the term structure of interest rates / by Christopher Ragan. : FB3-2/95-1E
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
Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.611734&sl=0
| Department/Agency | Bank of Canada. |
|---|---|
| Title | Deriving agents' inflation forecasts from the term structure of interest rates / by Christopher Ragan. |
| Series title | Working paper1192-543495-1 |
| Publication type | Series - View Master Record |
| Language | [English] |
| Format | Paper |
| Other formats | Electronic-[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. Résumés en français |
| Publishing information | Ottawa - Ontario : Bank of Canada 1995. |
| Binding | Softcover |
| Description | 32p. : graphs, references ; 28 cm. |
| ISBN | 0-662-22889-8 |
| ISSN | 1192-5434 |
| Catalogue number |
|
| Subject terms | Interest rates |
Request alternate formats
To request an alternate format of a publication, complete the Government of Canada Publications email form. Use the form’s “question or comment” field to specify the requested publication.- Date modified: