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

Why does the yield curve predict economic activity? Dissecting the evidence for Germany and the United States

S.F.
Tsatsaronis, K.
Centre for Economic Policy Research, London (United Kingdom)

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9512(1758) / BLDSC - British Lib...

Alternative Tests of Rational Expectations Models: The Case of the Term Structure

Robert J. Shiller

A linearized version of the rational expectations models of the term structure is put forth in terms...

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...

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...

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

Tzavalis, E.

January 1993

SIGLEAvailable from British Library Document Supply Centre-DSC:DX196313 / BLDSC - British Library Do...

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...

The expectations hypothesis of the term structure and time varying risk premia A panel data approach

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

January 1998

Available from British Library Document Supply Centre-DSC:3597.9295(98/11) / BLDSC - British Library...

Rational expectations and the structure of interest rates.

Shiller, Robert James

January 1972

Massachusetts Institute of Technology. Dept. of Economics. Thesis. 1972. Ph.D.MICROFICHE COPY ALSO A...

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...

Rational expectations and bond pricing Modelling the term structure with and without certainty equivalence

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

January 1983

SIGLELD:3597.386(106) / BLDSC - British Library Document Supply CentreGBUnited Kingdo

The expectation model of the term structure An empirical paradox

Driffill, J.
Psaradakis, Z.
Sola, M
London Business School (United Kingdom). Centre for Economic Forecasting

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.3859(LBS-CEF-DP--3-93) / BLDSC ...

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...

Parameter Uncertainty and the Rational Expectations Model of the Term Structure

Ederington, Louis H.

[[abstract]]Numerous previous studies have observed that excess holding period returns on long-term ...

A Test of the Rational Expectations Model of the Term Structure of Interest Rates

Kim, YongJin

April 1990

Most tests of the rational expectations hypothesis have been rejected. The purpose of this paper is...

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...

Why does the yield curve predict economic activity? Dissecting the evidence for Germany and the United States

S.F.
Tsatsaronis, K.
Centre for Economic Policy Research, London (United Kingdom)

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9512(1758) / BLDSC - British Lib...

Alternative Tests of Rational Expectations Models: The Case of the Term Structure

Robert J. Shiller

A linearized version of the rational expectations models of the term structure is put forth in terms...

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...

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...

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

Tzavalis, E.

January 1993

SIGLEAvailable from British Library Document Supply Centre-DSC:DX196313 / BLDSC - British Library Do...

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...

The expectations hypothesis of the term structure and time varying risk premia A panel data approach

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

January 1998

Available from British Library Document Supply Centre-DSC:3597.9295(98/11) / BLDSC - British Library...

Rational expectations and the structure of interest rates.

Shiller, Robert James

January 1972

Massachusetts Institute of Technology. Dept. of Economics. Thesis. 1972. Ph.D.MICROFICHE COPY ALSO A...

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...

Rational expectations and bond pricing Modelling the term structure with and without certainty equivalence

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

January 1983

SIGLELD:3597.386(106) / BLDSC - British Library Document Supply CentreGBUnited Kingdo

The expectation model of the term structure An empirical paradox

Driffill, J.
Psaradakis, Z.
Sola, M
London Business School (United Kingdom). Centre for Economic Forecasting

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.3859(LBS-CEF-DP--3-93) / BLDSC ...

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...

Parameter Uncertainty and the Rational Expectations Model of the Term Structure

Ederington, Louis H.

[[abstract]]Numerous previous studies have observed that excess holding period returns on long-term ...

A Test of the Rational Expectations Model of the Term Structure of Interest Rates

Kim, YongJin

April 1990

Most tests of the rational expectations hypothesis have been rejected. The purpose of this paper is...

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...

Why does the yield curve predict economic activity? Dissecting the evidence for Germany and the United States

S.F.
Tsatsaronis, K.
Centre for Economic Policy Research, London (United Kingdom)

January 1997

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9512(1758) / BLDSC - British Lib...

Alternative Tests of Rational Expectations Models: The Case of the Term Structure

Robert J. Shiller

A linearized version of the rational expectations models of the term structure is put forth in terms...

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...

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

Abstract

Extracted data

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

Abstract

Extracted data

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