Research Discussion Paper – RDP 1977-06 Interest Rates and Exchange Rate Expectations in the RBA76 Model[*]
October 1977
Contents
- Introduction
- The Alternative Models
- Measuring and Modelling the Debenture Rate
- The Influence of the Debenture Rate
- Exchange Rate Expectations
- Simulation Analysis
- Conclusions
- Appendix A. The Debenture Rate Series
- References
Endnote
The analysis and conclusions in this paper are not necessarily shared by the Reserve Bank of Australia. [*]