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Real interest rates and index linked gilts

Robertson, D. and Symons, J. (1993) Real interest rates and index linked gilts. CEPDP (181). London School of Economics and Political Science. Centre for Economic Performance, 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)
Official URL:
Additional Information: © 1993 the authors
Divisions: Centre for Economic Performance
Subjects: H Social Sciences > HB Economic Theory
Date Deposited: 18 Aug 2008 16:38
Last Modified: 15 Sep 2023 22:40

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