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Robertson and J Symons Page Introduction
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150 quarters 9th Oct FIGURE Arak and Kreicher arbitrage bond price Centre for Economic D.ACEMOGLU dp/dr Economic Performance eight quarters estimation ex ante real exchange rate regime expectations of inflation expected inflation financial markets five week period five weeks including G.MILESI-FERRETTI Hermite polynomials horizon index linked bonds index linked gilts indexed gilts inflation risk premium Interest Rates 7th interest rates derived J.WADSWORTH Levin and Copeland long rate long run real longest dated M.WEST market expectations medium rate monetary policy nominal bonds nominal gilts nominal interest rates nominal term structure percentage point Rates 7th Sept real and nominal real interest rate real term structure regime as implied risk premia Robertson and Symons run real interest S.ESTRIN Sept to 9th set of bonds short rate short real interest smooth onto Hermite sterling's exit sterling's membership Structure of Nominal structure of real vector Woodward yield to maturity zero tax real