Estimating and Interpreting Forward Interest Rates : Sweden 1992-1994 /
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...
| Main Author: | Svensson, Lars |
|---|---|
| Format: | Journal |
| Language: | English |
| Published: |
Washington, D.C. :
International Monetary Fund,
1994.
|
| Series: | IMF Working Papers; Working Paper ;
No. 1994/114 |
| Online Access: | Full text available on IMF |
Similar Items
-
Target Zones and Interest Rate Variability /
by: Svensson, Lars
Published: (1990) -
Estimating the Neutral Interest Rate in the Kyrgyz Republic /
by: Ruxandra Teodoru, Iulia
Published: (2020) -
Estimating Parameters of Short-Term Real Interest Rate Models /
by: Khramov, Vadim
Published: (2013) -
Interest Rate Derivatives
by: Beyna
Published: (2013) -
Forward with Patton
by: Rickard