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Estimating and Interpreting Forward Interest Rates

Estimating and Interpreting Forward Interest Rates »

Source: Estimating and Interpreting Forward Interest Rates : Sweden 1992-1994

Volume/Issue: 1994/114

Series: IMF Working Papers

Author(s): Lars Svensson

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 1994

ISBN: 9781451853759

Keywords: inflation, bond, bonds, monetary policy, coupon bonds

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...

Estimating and Interpreting Forward Interest Rates
			: Sweden 1992-1994

Estimating and Interpreting Forward Interest Rates : Sweden 1992-1994 »

Volume/Issue: 1994/114

Series: IMF Working Papers

Author(s): Lars Svensson

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 September 1994

DOI: http://dx.doi.org/10.5089/9781451853759.001

ISBN: 9781451853759

Keywords: inflation, bond, bonds, monetary policy, coupon bonds

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...