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03

Interest Rates

   
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Title: Interest Rates
 
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Subject: Miscellaneous
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Date: October 9, 1997
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Length: 3 / 615
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Augmenting the standard Expectations Hypothesis based estimationequation with real yield curve variables I focus on the predictability of changes in the Bank of England base rate and on the possibility of structural breaks in the degree of predictability, as the UK adopted changes in the monetary policy regime...
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Augmenting the standard Expectations Hypothesis based estimationequation with real yield curve variables I focus on the predictability of changes in the Bank of England base rate and on the possibility of structural breaks in the degree of predictability, as the UK adopted changes in the monetary policy regime...
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