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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. 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)
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/usingTheLibrary/academicSupport/OA/depositYourResearch.aspx
Identification Number: 181
Date Deposited: 18 Aug 2008 16:38
URL: http://eprints.lse.ac.uk/20923/

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