The expectations theory of the term structure: Evidence from inflation forecasts

RG Murphy - Journal of Macroeconomics, 1986 - Elsevier
This paper tests the joint hypothesis of rational expectations and the expectations theory of
the term structure using the Livingston survey data on price inflation forecasts. For a variety …
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[引用][C] The expectations theory of the term structure: Evidence from inflation forecasts

RG Murphy - Journal of Macroeconomics, 1986 - ideas.repec.org
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[引用][C] The expectations theory of the term structure: Evidence from inflation forecasts

R Murphy - Journal of Macroeconomics, 1986 - econpapers.repec.org
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