| Description |
1 online resource (iv, 29 pages, 21 unnumbered leaves of plates) : illustrations |
| Series |
IMF working paper ; WP/94/114 |
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IMF working paper ; WP/94/114.
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| Summary |
Annotation The use of forward interest rates as a monetary policy indicator is demonstrated, using Sweden 1992-1994 as an example. the forward rates are interpreted as indicating market expectations of the time-path of future interest rates, future inflation rates, and future currency depreciation rates. They separate market expectations for the short-, medium-, and long-term more easily than the standard yield curve. Forward rates are estimated with an extended and more flexible version of Nelson and Siegels functional form |
| Bibliography |
Includes bibliographical references (pages 28-29) |
| Notes |
Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. http://purl.oclc.org/DLF/benchrepro0212 MiAaHDL |
|
digitized 2010 HathiTrust Digital Library committed to preserve pda MiAaHDL |
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Print version record |
| Subject |
Interest rates -- Sweden
|
|
Monetary policy -- Sweden
|
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Interest rates
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Monetary policy
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Sweden
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| Form |
Electronic book
|
| Author |
International Monetary Fund. European I Department, issuing body.
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| ISBN |
1462394310 |
|
9781462394319 |
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1452780501 |
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9781452780504 |
|
1282109553 |
|
9781282109551 |
|
9786613802446 |
|
6613802441 |
|
1451875959 |
|
9781451875959 |
|
9781451853759 |
|
1451853750 |
|
