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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Abstract
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) |
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| Official URL: | http://cep.lse.ac.uk |
| 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) |
| Rights: | http://www.lse.ac.uk/library/rights/LSERO.htm |
| Identification Number: | 181 |
| URL: | http://eprints.lse.ac.uk/20923/ |
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