Decomposing U.S. Nominal Interest Rates into Expected Inflation and Ex Ante Real Interest rates Using Structural VAR Methodology.

In this paper, the author uses structural vector autoregression methodology to decompose U.S. nominal interest rates into an expected inflation component and an ex ante real interest rate component.

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Year of publication:	1996
Authors:	St-Amant, P.
Institutions:	Bank of Canada
Subject:	REGRESSION ANALYSIS \| INTEREST RATE \| FINANCIAL POLICY

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Series:	Working Papers.
Type of publication:	Book / Working Paper
Notes:	19 pages
Classification:	C10 - Econometric and Statistical Methods: General. General ; G10 - General Financial Markets. General ; E30 - Prices, Business Fluctuations, and Cycles. General ; E31 - Price Level; Inflation; Deflation
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005673349