Real interest rates and index linked gilts

Robertson, D.; and Symons, J. (1993) Real interest rates and index linked gilts. [Working paper]
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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.
Item Type Working paper
Departments Centre for Economic Performance
Date Deposited 18 Aug 2008 16:38
URI https://researchonline.lse.ac.uk/id/eprint/20923

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