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
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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 | Working paper1192-543495-1 |
Type de publication | Série - Voir l'enregistrement principal |
Langue | [Anglais] |
Format | Papier |
Autres formats offerts | Électronique-[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. Résumés en français |
Information sur la publication | Ottawa - Ontario : Bank of Canada 1995. |
Reliure | Softcover |
Description | 32p. : graphs, references ; 28 cm. |
ISBN | 0-662-22889-8 |
ISSN | 1192-5434 |
Numéro de catalogue |
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Descripteurs | Interest rates |
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