Research Discussion Paper – RDP 8607 The Expectations Theory of the Term Structure and Short-Term Interest Rates in Australia
June 1986
- Abstract
- Download the Paper 665KB
Contents
- Introduction
- The Model and Empirical Evidence
- Data, Estimation and Results
- Conclusion
- Data Construction Appendix
- Bibliography
Endnote
I am grateful to Rob Trevor and Jeffrey Carmichael for their helpful comments on this paper. The views expressed herein are solely those of the author and are not necessarily shared by the Reserve Bank of Australia. [*]