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
Lien permanent pour cette publication :
publications.gc.ca/pub?id=9.571632&sl=1
Ministère/Organisme | Bank of Canada. |
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Titre | Deriving agents' inflation forecasts from the term structure of interest rates / by Christopher Ragan. |
Titre de la série | Bank of Canada working paper1701-939795-1 |
Type de publication | Série - Voir l'enregistrement principal |
Langue | [Anglais] |
Format | Électronique |
Document électronique | |
Autres formats offerts | Papier-[Anglais] |
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. |
Information sur la publication | Ottawa - Ontario : Bank of Canada January 1995. |
Description | 41p.graphs, references, tables |
ISSN | 1701-9397 |
Numéro de catalogue |
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Descripteurs | Interest rates |
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