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Volumn 100, Issue 2, 1998, Pages 457-472

Nominal interest rates as indicators of inflation expectations

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EID: 0038901630     PISSN: 03470520     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9442.00114     Document Type: Article
Times cited : (18)

References (20)
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    • Short term interest rates as predictors of inflation: Comment
    • Carlson, J.: Short term interest rates as predictors of inflation: comment. American Economic Review 67, 469-475, 1977.
    • (1977) American Economic Review , vol.67 , pp. 469-475
    • Carlson, J.1
  • 5
    • 0038879658 scopus 로고
    • Estimating market interest rate and inflation expectations from the prices of UK government bonds
    • Deacon, M. and Derry, A.: Estimating market interest rate and inflation expectations from the prices of UK government bonds. Bank of England Quarterly Bulletin August, 232-240, 1994.
    • (1994) Bank of England Quarterly Bulletin August , pp. 232-240
    • Deacon, M.1    Derry, A.2
  • 8
    • 84993907289 scopus 로고
    • Do expected shifts in inflation affect estimates of the long-run Fisher relation?
    • Evans, M. and Lewis, K.: Do expected shifts in inflation affect estimates of the long-run Fisher relation? Journal of Finance 50, 225-253, 1995.
    • (1995) Journal of Finance , vol.50 , pp. 225-253
    • Evans, M.1    Lewis, K.2
  • 9
    • 0001270892 scopus 로고
    • Short-term interest rates as predictors of inflation
    • Fama, E.: Short-term interest rates as predictors of inflation. American Economic Review 65, 269-282, 1975.
    • (1975) American Economic Review , vol.65 , pp. 269-282
    • Fama, E.1
  • 10
    • 84977704978 scopus 로고
    • New hope for the expectations hypothesis of the term structure of interest rates
    • Froot, K. A.: New hope for the expectations hypothesis of the term structure of interest rates. Journal of Finance 44, 283-304, 1989.
    • (1989) Journal of Finance , vol.44 , pp. 283-304
    • Froot, K.A.1
  • 11
    • 0348242861 scopus 로고
    • Prediction with generalized cost of error function
    • Granger, C.: Prediction with generalized cost of error function. Operations Research Quarterly 20, 199-207, 1969.
    • (1969) Operations Research Quarterly , vol.20 , pp. 199-207
    • Granger, C.1
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    • Test for unit roots and cointegration by variable addition
    • Park, J.: Test for unit roots and cointegration by variable addition. Advances in Econometrics 8, 107-133, 1990.
    • (1990) Advances in Econometrics , vol.8 , pp. 107-133
    • Park, J.1
  • 16
    • 0001528203 scopus 로고
    • Short term interet rates as predictors of inflation: On testing the hypothesis that the real rate of interest is constant
    • Schwert, C. and Nelson, G.: Short term interet rates as predictors of inflation: On testing the hypothesis that the real rate of interest is constant. American Economic Review 67, 478-486, 1977.
    • (1977) American Economic Review , vol.67 , pp. 478-486
    • Schwert, C.1    Nelson, G.2
  • 17
    • 77957031689 scopus 로고
    • The term structure of interest rates
    • B. Friedman and F. Hahn (eds), Elsevier Science Publishers, Amsterdam
    • Shiller, R.: The term structure of interest rates. In B. Friedman and F. Hahn (eds), Handbook of Monetary Economics, Vol. 1, Elsevier Science Publishers, Amsterdam, 1990.
    • (1990) Handbook of Monetary Economics , vol.1
    • Shiller, R.1
  • 18
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    • New techniques to extract market expectations from financial instruments
    • Söderlind, P. and Svensson, L. E. O.: New techniques to extract market expectations from financial instruments. Journal of Monetary Economics 40, 383-429, 1997.
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    • Söderlind, P.1    Svensson, L.E.O.2
  • 19
    • 0010860270 scopus 로고
    • Monetary policy with flexible exchange rates and forward interest rates as indicators
    • Svensson, L. E. O.: Monetary policy with flexible exchange rates and forward interest rates as indicators. Cahiers économique et monétaires 43, 305-332, 1993.
    • (1993) Cahiers Économique et Monétaires , vol.43 , pp. 305-332
    • Svensson, L.E.O.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.