Resource title

Real interest rates and index linked gilts

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This paper derives the ex ante paths of the future expected short (one period) real interest rates at quarterly frequency from observations on the prices of a set of UK index linked bonds. These rates are used to investigate the impact of monetary policy and the nature of expectations formation in the bond market.

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en

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application/pdf

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http://eprints.lse.ac.uk/20923/1/Real_Interest_Rates_and_Index_Linked_Gilts.pdf

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