Tests and applications of the rational expectations hypothesis of the term structure of interest rates

The Information Content of the Term Structure of Interest

Kalev, Petko S.
Inder, Brett A.

January 1999

This paper presents the results of an alternative test of the rational expectations theory of the te...

Testing the rational expectations hypothesis in macroeconometric models with unobserved variables

Oxley, L.T.
McAleer, M
Edinburgh Univ. (United Kingdom). Dept. of Economics

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.972(EU-DE-DPS--1992/6) / BLDSC ...

Rational expectations, non market clearing and investment theory

Precious, M
Oxford Univ. (United Kingdom)

January 1984

SIGLEAvailable from British Library Lending Division - LD:D56966/85 / BLDSC - British Library Docume...

Alternative tests of the expectations hypothesis of the term structure of interest rates

Bredin, D.
Central Bank of Ireland, Dublin (Ireland). Economic Analysis, Research and Publications Dept.

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:8684.560(2/RT/01) / BLDSC - British L...

The rational expectations hypothesis of the term structure Reconciling the evidence

Tzavalis, E.
Wickens, M.
York Univ. (United Kingdom). Dept. of Economics and Related Studies

January 1995

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.93428(no 95/33) / BLDSC - Britis...

Empirical tests of the rational expectations hypothesis

Pollio, G
City Univ., London (United Kingdom)

January 1985

SIGLEAvailable from British Library Lending Division - LD:D55201/85 / BLDSC - British Library Docume...

Testing and developing models for the term structure of interest rates

Ioannides, Michalis

January 2000

SIGLEAvailable from British Library Document Supply Centre- DSC:DXN060713 / BLDSC - British Library ...

The rational expectations hypothesis of the term structure An economic analysis of the U.S. treasury yield curve 1952-1991

Henry, O.T.J

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:DX187024 / BLDSC - British Library D...

Cointegration and direct tests of the rational expectations hypothesis

Pesaran, M
McKenzie, C.
McAleer, M.
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1993

Available from British Library Document Supply Centre- DSC:3509.88(CU-DAE-WP--9306) / BLDSC - Britis...

A test of the expectations hypothesis of the term structure using cross-section data

Harris, R.
Exeter Univ. (United Kingdom). Dept. of Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9295(98/12) / BLDSC - British Li...

Rational expectations and the term structure of interest rates Why bond prices do not follow a random walk

Begg, D.K.H.
London Business School (UK). Econometric Forecasting Unit

January 1982

SIGLELD:3597.386(96) / BLDSC - British Library Document Supply CentreGBUnited Kingdo

Tests of the expectations hypothesis and policy reaction to the term spread Some comparative evidence

Boero, G.
Torricelli, C.
Warwick Univ., Coventry (United Kingdom). Dept. of Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:9261.960(512) / BLDSC - British Libra...

The term structure of Euro-rates Some evidence in support of the expectations hypothesis

Gerlach, S.
Smets, F
Centre for Economic Policy Research, London (United Kingdom)

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.9512(CEPR-DP--1258) / BLDSC - B...

An exploration of the eductive justifications of the rational expectations hypothesis

Guesnerie, R
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centre for Economics and Related Disciplines

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:8814.558(TE/92/238) / BLDSC - Britis...

Exchange rate regimes and the expectations hypothesis of the term structure

Gerlach, S.
Smets, F.
Centre for Economic Policy Research, London (United Kingdom)

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9512(1752) / BLDSC - British Lib...

The Information Content of the Term Structure of Interest

Kalev, Petko S.
Inder, Brett A.

January 1999

This paper presents the results of an alternative test of the rational expectations theory of the te...

Testing the rational expectations hypothesis in macroeconometric models with unobserved variables

Oxley, L.T.
McAleer, M
Edinburgh Univ. (United Kingdom). Dept. of Economics

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.972(EU-DE-DPS--1992/6) / BLDSC ...

Rational expectations, non market clearing and investment theory

Precious, M
Oxford Univ. (United Kingdom)

January 1984

SIGLEAvailable from British Library Lending Division - LD:D56966/85 / BLDSC - British Library Docume...

Alternative tests of the expectations hypothesis of the term structure of interest rates

Bredin, D.
Central Bank of Ireland, Dublin (Ireland). Economic Analysis, Research and Publications Dept.

January 2001

SIGLEAvailable from British Library Document Supply Centre-DSC:8684.560(2/RT/01) / BLDSC - British L...

The rational expectations hypothesis of the term structure Reconciling the evidence

Tzavalis, E.
Wickens, M.
York Univ. (United Kingdom). Dept. of Economics and Related Studies

January 1995

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.93428(no 95/33) / BLDSC - Britis...

Empirical tests of the rational expectations hypothesis

Pollio, G
City Univ., London (United Kingdom)

January 1985

SIGLEAvailable from British Library Lending Division - LD:D55201/85 / BLDSC - British Library Docume...

Testing and developing models for the term structure of interest rates

Ioannides, Michalis

January 2000

SIGLEAvailable from British Library Document Supply Centre- DSC:DXN060713 / BLDSC - British Library ...

The rational expectations hypothesis of the term structure An economic analysis of the U.S. treasury yield curve 1952-1991

Henry, O.T.J

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:DX187024 / BLDSC - British Library D...

Cointegration and direct tests of the rational expectations hypothesis

Pesaran, M
McKenzie, C.
McAleer, M.
Cambridge Univ. (United Kingdom). Dept. of Applied Economics

January 1993

Available from British Library Document Supply Centre- DSC:3509.88(CU-DAE-WP--9306) / BLDSC - Britis...

A test of the expectations hypothesis of the term structure using cross-section data

Harris, R.
Exeter Univ. (United Kingdom). Dept. of Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9295(98/12) / BLDSC - British Li...

Rational expectations and the term structure of interest rates Why bond prices do not follow a random walk

Begg, D.K.H.
London Business School (UK). Econometric Forecasting Unit

January 1982

SIGLELD:3597.386(96) / BLDSC - British Library Document Supply CentreGBUnited Kingdo

Tests of the expectations hypothesis and policy reaction to the term spread Some comparative evidence

Boero, G.
Torricelli, C.
Warwick Univ., Coventry (United Kingdom). Dept. of Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:9261.960(512) / BLDSC - British Libra...

The term structure of Euro-rates Some evidence in support of the expectations hypothesis

Gerlach, S.
Smets, F
Centre for Economic Policy Research, London (United Kingdom)

January 1995

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.9512(CEPR-DP--1258) / BLDSC - B...

An exploration of the eductive justifications of the rational expectations hypothesis

Guesnerie, R
London School of Economics and Political Science (United Kingdom). Suntory-Toyota International Centre for Economics and Related Disciplines

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:8814.558(TE/92/238) / BLDSC - Britis...

Exchange rate regimes and the expectations hypothesis of the term structure

Gerlach, S.
Smets, F.
Centre for Economic Policy Research, London (United Kingdom)

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9512(1752) / BLDSC - British Lib...

The Information Content of the Term Structure of Interest

Kalev, Petko S.
Inder, Brett A.

January 1999

This paper presents the results of an alternative test of the rational expectations theory of the te...

Testing the rational expectations hypothesis in macroeconometric models with unobserved variables

Oxley, L.T.
McAleer, M
Edinburgh Univ. (United Kingdom). Dept. of Economics

January 1992

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.972(EU-DE-DPS--1992/6) / BLDSC ...

Rational expectations, non market clearing and investment theory

Precious, M
Oxford Univ. (United Kingdom)

January 1984

SIGLEAvailable from British Library Lending Division - LD:D56966/85 / BLDSC - British Library Docume...

Tests and applications of the rational expectations hypothesis of the term structure of interest rates

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Tests and applications of the rational expectations hypothesis of the term structure of interest rates

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