Real interest rates and index linked gilts

Donald Robertson and J. Symons

LSE Research Online Documents on Economics from London School of Economics and Political Science, LSE Library

Abstract: 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.

JEL-codes: J1 (search for similar items in EconPapers)
Pages: 30 pages
Date: 1993-11
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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http://eprints.lse.ac.uk/20923/ Open access version. (application/pdf)

Related works:
Journal Article: Real Interest Rates and Index-Linked Gilts (1997)
Working Paper: Real Interest Rates and Index Linked Gilts (1993)
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Persistent link: https://EconPapers.repec.org/RePEc:ehl:lserod:20923

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