Hidden Bibliographic Details
| Other authors / contributors: | International Monetary Fund. European I Department, issuing body.
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| ISBN: | 1462394310
9781462394319
1452780501
9781452780504
1282109553
9781282109551
9786613802446
6613802441
1451875959
9781451875959
9781451853759
1451853750
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| Notes: | Includes bibliographical references (pages 28-29).
Restrictions unspecified
Electronic reproduction. [Place of publication not identified] : HathiTrust Digital Library, 2010.
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
digitized 2010 HathiTrust Digital Library committed to preserve
Print version record.
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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.
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| Other form: | Print version: Svensson, Lars E.O. Estimating and interpreting forward interest rates. [Washington, D.C.] : International Monetary Fund, ©1994
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