Real interest rates and index linked gilts

This paper derives the ex ante paths of the future expected short (one period) real interest rates at quarterly frequency from observations on the prices of a set of UK index linked bonds. These rates are used to investigate the impact of monetary policy and the nature of expectations formation in the bond market.

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Year of publication:	1993-11
Authors:	Robertson, D. ; Symons, J.
Institutions:	London School of Economics (LSE)

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Extent:	application/pdf
Series:	LSE Research Online Documents on Economics.
Type of publication:	Book / Working Paper
Notes:	The text is part of a series CEPDP, 181 30 pages
Classification:	J1 - Demographic Economics
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010746725