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Interest Rate Expectations Versus Forward Rates: Evidence From an Expectations Survey
9 references·11 citing·41 second hop
Interest Rate Expectations Versus Forward Rates: Evidence From an Expectations Survey (1979)Interest Rate Expectations Versus Forward…INNOVATIONS IN INTEREST RATE POLICY (2016)INNOVATIONS IN INTEREST RATE …Survey evidence on the ‘rationality’ of interest rate expectations (1980)Survey evidence on the ‘ratio…Financial Flow Variables and the Short-Run Determination of Long-Term Interest Rates (1977)Financial Flow Variables and …The Expectations Hypothesis and the Efficiency of the Treasury Bill Market (1975)The Expectations Hypothesis a…Inflation, Rational Expectations and the Term Structure of Interest Rates (1973)Inflation, Rational Expectati…Money, Debt, and Economic Activity (1972)Money, Debt, and Economic Act…Debt Management and the Term Structure of Interest Rates: An Empirical Analysis of Recent Experience (1967)Debt Management and the Term …The Term Structure of Interest Rates (1957)The Term Structure of Interes…The Structure of Interest Rates (1940)The Structure of Interest Rat…Time-variation in term premia: International survey-based evidence (2011)Time-variation in term premia…Exchange Rate Dynamics, Learning and Misperception (2002)Exchange Rate Dynamics, Learn…Rationality testing under asymmetric loss (1998)Rationality testing under asy…How well do analysts forecast interest rates? (1996)How well do analysts forecast…Time-varying term premia on U.S. Treasury bills and bonds (1992)Time-varying term premia on U…THE TERM STRUCTURE OF INTEREST RATES: EVIDENCE AND THEORY (1988)THE TERM STRUCTURE OF INTERES…The Expectations Theory of the Term Structure of Interest Rates in Australia* (1988)The Expectations Theory of th…New Hope for the Expectations Hypothesis of the Term Structure of Interest Rates (1987)New Hope for the Expectations…Rational expectations and the expectations model of the term structure (1983)Rational expectations and the…The Determinants of the Treasury Security Yield Curve (1981)The Determinants of the Treas…Nested Tests of Alternative Term-Structure Theories (1981)Nested Tests of Alternative T…Value and Capital (1939)The Distributed Lag Between Capital Appropriations and Expenditures (1965)Rational Expectations and the Dynamic Structure of Macroeconomic Models:A Critical Review (1975)ESTIMATION AND USES OF THE TERM STRUCTURE OF INTEREST RATES (1976)Chapter 13 The term structure of interest rates (1990)Term Structure of Interest Rates (2011)The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment, Interest and Money. (1936)A General Equilibrium Approach To Monetary Theory (1969)Money and stock prices (1974)Inflation: A Survey (1977)Macroeconomics with Financial Frictions: A Survey (2012)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model (1987)ARCH modeling in finance (1992)Tracking error: Ex ante versus ex post measures (2001)Statistical mechanics of socio-economic systems with heterogeneous agents (2006)Communicating environmental risks: Clarifying the severity effect in interpretations of verbal probability expressions. (2011)Rational Expectations and the Theory of Price Movements (1961)Government financing decisions and asset returns (1982)Stock Prices and Economic News (1984)Stock Prices and Economic News (1985)Pitfalls in Financial Model-Building (1968)Nonrational Actors and Financial Market Behavior (1991)Board of Governors of the Federal Reserve System (2001)Sovereign Debt Composition in Advanced Economies (2014)Which Investors Matter for Equity Valuations and Expected Returns? (2023)The Behavior of Stock-Market Prices (1965)Econometric policy evaluation: A critique (1976)Prospections, Retrospections, and Rationality: The "Bankers" Model of Presidential Approval Reconsidered (1994)Chapter 14 Survey Expectations (2006)Term Structure Estimation with Survey Data on Interest Rate Forecasts (2011)A Treatise on Money (1971)A multivariate model of strategic asset allocation (2002)A Re-Examination of Traditional Hypotheses about the Term Structure of Interest Rates (1981)Bond Supply and Excess Bond Returns (2014)Corrigendum: a preferred-habitat model of the term structure of interest rates (Econometrica, (2021), 89, 1, (77-112), 10.3982/ECTA17440) (2023)A Semi‐Strong Form Evaluation of the Efficiency of the Hog Futures Market (1979)Rational Expectations and Economic Thought (1979)A Defense of Traditional Hypotheses about the Term Structure of Interest Rates (1986)On biases in tests of the expectations hypothesis of the term structure of interest rates (1997)
this work references cited by second hop

References

  • 2016INNOVATIONS IN INTEREST RATE POLICY442 cited
  • 1957The Term Structure of Interest Rates373 cited
  • 1973Inflation, Rational Expectations and the Term Structure of Interest Rates270 cited
  • 1967Debt Management and the Term Structure of Interest Rates: An Empirical Analysis of Recent Experience248 cited
  • 1940The Structure of Interest Rates236 cited
  • 1972Money, Debt, and Economic Activity233 cited
  • 1980Survey evidence on the ‘rationality’ of interest rate expectations189 cited
  • 1977Financial Flow Variables and the Short-Run Determination of Long-Term Interest Rates117 cited
  • 1975The Expectations Hypothesis and the Efficiency of the Treasury Bill Market104 cited

Cited by

  • 1998Rationality testing under asymmetric loss98 cited
  • 1983Rational expectations and the expectations model of the term structure86 cited
  • 1988THE TERM STRUCTURE OF INTEREST RATES: EVIDENCE AND THEORY64 cited
  • 1996How well do analysts forecast interest rates?58 cited
  • 1981The Determinants of the Treasury Security Yield Curve32 cited
  • 1981Nested Tests of Alternative Term-Structure Theories30 cited

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  • 1988The Expectations Theory of the Term Structure of Interest Rates in Australia*26 cited
  • 1987New Hope for the Expectations Hypothesis of the Term Structure of Interest Rates22 cited
  • 2011Time-variation in term premia: International survey-based evidence20 cited
  • 1992Time-varying term premia on U.S. Treasury bills and bonds19 cited
  • 2002Exchange Rate Dynamics, Learning and Misperception19 cited