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. |
|---|---|
| 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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