Language selection

Government of Canada / Gouvernement du Canada

Search

Deriving agents' inflation forecasts from the term structure of interest rates / by Christopher Ragan.: FB3-2/95-1E-PDF

In this paper, the author uses the term structure of nominal interest rates to construct estimates of agents' expectations of inflation over several medium-term forecast horizons. The Expectations Hypothesis is imposed together with the assumption that expected future real interest rates are given by current real rates.--Abstract

Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.571632&sl=0

Publication information
Department/Agency
  • Bank of Canada.
TitleDeriving agents' inflation forecasts from the term structure of interest rates / by Christopher Ragan.
Series title
  • Bank of Canada working paper 1701-9397 95-1
Publication typeMonograph - View Master Record
Language[English]
FormatDigital text
Electronic document
Other formatsPhysical text-[English]
Note(s)
  • "In this paper, the author uses the term structure of nominal interest rates to construct estimates of agents' expectations of inflation over several medium-term forecast horizons. The Expectations Hypothesis is imposed together with the assumption that expected future real interest rates are given by current real rates."--Abstract.
  • The ISBN (0-662-22889-8) and ISSN (1192-5434) for the print edition have been incorrectly copied in this electronic publication.
  • Résumé en français.
Publishing information
  • Ottawa - Ontario : Bank of Canada January 1995.
Description41p.graphs, references, tables
ISSN1701-9397
Catalogue number
  • FB3-2/95-1E-PDF
Subject terms
Request alternate formats
To request an alternate format of a publication, complete the Government of Canada Publications email form. Use the form’s “question or comment” field to specify the requested publication.

Page details

Report a problem or mistake on this page
Date modified: