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| 02063nam##2200325za#4500 |
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001 | 9.612827 |
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003 | CaOODSP |
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005 | 20211126112846 |
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007 | ta |
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008 | 150406|1996||||xxc||||| f|0| 0 eng|d |
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020 | |a0-662-24127-4 |
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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 |aFB3-2/96-2E |
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110 | 2 |aBank of Canada. |
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245 | 10|aDecomposing U.S. nominal interest rates into expected inflation and ex ante real interest rates using structural VAR methodology / |cby Pierre St-Amant. |
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260 | |aOttawa - Ontario : |bBank of Canada |c1996. |
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300 | |aiii, 19p. : |bgraphs, tables ; |c28 cm. |
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490 | 1 |aWorking paper|x1192-5434|v96-2 |
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500 | |a"In this paper, the author uses structural vector autoregression methodology to decompose U.S. nominal interest rates into an expected inflation component and an ex ante real interest rate component. He identifies inflation expectations and ex ante real interest rate shocks by assuming that nominal interest rates and inflation expectations move one-for-one in the long-run -- they are cointegrated (1,1) -- and that the real interest rate is stationary."--Abstract. |
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504 | |aBibliography. |
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520 | 3 |aIn this paper, the author uses structural vector autoregression methodology to decompose U.S. nominal interest rates into an expected inflation component and an ex ante real interest rate component. He identifies inflation expectations and ex ante real interest rate shocks by assuming that nominal interest rates and inflation expectations move one-for-one in the long-run -- they are cointegrated (1,1) -- and that the real interest rate is stationary.--Abstract |
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546 | |aRésumés en français |
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563 | |aSoftcover |
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590 | |a96-07|b1996-02-16 |
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690 | 07|aInterest rates|2gcpds |
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720 | 1 |aSt-Amant, Pierre |
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776 | 0#|tDecomposing U.S. nominal interest rates into expected inflation and ex ante real interest rates using structural VAR methodology / |w(CaOODSP)9.571649 |
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830 | #0|aWorking paper,|x1192-5434|v96-2|w(CaOODSP)9.514622 |
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