Robertson, D. and Symons, J. (1993) Real interest rates and index linked gilts. CEPDP, 181. Centre for Economic Performance, London School of Economics and Political Science, London, UK.
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This paper derives the ex ante paths of the future expected short (one period) real interest rates at quarterly frequency from observations on the prices of a set of UK index linked bonds. These rates are used to investigate the impact of monetary policy and the nature of expectations formation in the bond market.
|Item Type:||Monograph (Discussion Paper)|
|Additional Information:||© 1993 the authors|
|Library of Congress subject classification:||H Social Sciences > HB Economic Theory|
|Sets:||Collections > Economists Online
Research centres and groups > Centre for Economic Performance (CEP)
|Date Deposited:||18 Aug 2008 16:38|
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