Bond Supply, Expectations, and the Yield Curve

Martin Schneider and Monika Piazzesi
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Monika Piazzesi: (University of Chicago)

No 944, 2007 Meeting Papers from Society for Economic Dynamics

Abstract: Movements in the yield curve are decomposed into changes in bond supply, income and the term structure of inflation expectations.

Date: 2007
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Persistent link: https://EconPapers.repec.org/RePEc:red:sed007:944

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