000	00000nam##2200000za#4500
001	9.612827
003	CaOODSP
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007	ta
008	150406|1996||||xxc|||||     f|0| 0 eng|d
020	|a0-662-24127-4
022	|a1192-5434
040	|aCaOODSP|beng
043	|an-cn---
086	1 |aFB3-2/96-2E
110	2 |aBank of Canada.
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.
260	|aOttawa - Ontario : |bBank of Canada |c1996.
300	|aiii, 19p. : |bgraphs, tables ; |c28 cm.
490	1 |aWorking paper|x1192-5434|v96-2
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.
504	|aBibliography.
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
546	|aRésumés en français
563	|aSoftcover
590	|a96-07|b1996-02-16
690	07|aInterest rates|2gcpds
720	1 |aSt-Amant, Pierre
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
830	#0|aWorking paper,|x1192-5434|v96-2|w(CaOODSP)9.514622