Research Discussion Paper – RDP 8602 Short-Term Interest Rates, Weekly Money Announcements and Rational Forecasts
May 1986
- Abstract
- Download the Paper 1.2MB
Contents
- Introduction
- The Model
- The Estimation Technique
- The Forecasting Equations
- The Interest Rate Equations
- Concluding Comments
- Appendix
- References
Endnote
I am grateful to Alan Blinder, John Campbell, Peter Hartley and Carl Walsh for helpful discussions. The views expressed herein and any remaining errors are my own and should not be attributed to any of the above or to my employer. [*]