Policy Watch: The Introduction of Indexed Government Debt in the United States

Journal of Economic Perspectives

Volumn 12, Issue 1, 1998, Pages 219-227

  Wilcox, David W ^a   Steuerle, C Eugene ^b  

^a FEDERAL RESERVE BOARD   (United States)

^b URBAN INSTITUTE   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0347662726     PISSN: 08953309     EISSN: None     Source Type: Journal    
DOI: 10.1257/jep.12.1.219     Document Type: Article

References (8)

1. Bank of England, Index-Linked Debt: Papers Presented at the Bank of England Conference. London, 1996.
2. Barr, David G., and John Y. Campbell, "Inflation, Real Interest Rates, and the Bond Market: A Study of UK Nominal and Index-Linked Government Bond Prices," NBER Working Paper Number 5821, 1996.
3. Brown, Roger H., and Stephen M. Schaefer, "The Term Structure of Real Interest Rates and the Cox, Ingersoll, and Ross Model," Journal of Financial Economics, February 1994, 35:1, 3-42.
4. Campbell, John Y., and Robert J. Shiller, "A Scorecard for Indexed Government Debt." In Bernanke and Rotemberg, eds. NBER Macroeconomics Annual, 1996, 11, 155-97.
5. Deacon, Mark, and Andrew Derry, "Deriving Estimates of Inflation Expectations from the Prices of UK Government Bonds," Bank of England Working Paper Series, Number 23, 1994.
6. Fischer, Stanley, "On the Nonexistence of Privately Issued Index Bonds in the U.S. Capital Market." In Erik Lundberg, ed. Inflation Theory and Anti-Inflation Policy. Boulder, Colo.: Westview Press, 1977, 502-18.
7. Fisher, Mark, Douglas Nychka, and David Zervos, "Fitting the Term Structure of Interest Rates with Smoothing Splines," Finance and Economics Discussion Series, No. 95-1, Federal Reserve Board, Washington, DC, 1995.
8. Zervos, David, and David W. Wilcox, "Extracting Real Interest Rates and Inflation Expectations from the UK Gilt Market," mimeo, Federal Reserve Board, 1994.