Real interest rates and index linked gilts
Robertson, D. & Symons, J.
(1993).
Real interest rates and index linked gilts.
(CEPDP 181).
London School of Economics and Political Science. Centre for Economic Performance.
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 |
|---|---|
| Copyright holders | © 1993 the authors |
| Departments | LSE > Research Centres > Centre for Economic Performance |
| Date Deposited | 18 Aug 2008 |
| URI | https://researchonline.lse.ac.uk/id/eprint/20923 |