A Model for Ex Ante Real Interest Rates and Derived Inflation Forecasts

Journal of the American Statistical Association ◽

10.1080/01621459.1988.10478646 ◽

1988 ◽

Vol 83 (403) ◽

pp. 665-673 ◽

Author(s):

Terrence Kinal ◽

Kajal Lahiri

Keyword(s):

Interest Rates ◽

Real Interest Rates ◽

Inflation Forecasts ◽

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Decomposing U.S. Nominal Interest Rates into Expected Inflation and Ex Ante Real Interest Rates Using Structural VAR Methodology

SSRN Electronic Journal ◽

10.2139/ssrn.56173 ◽

1996 ◽

Author(s):

Pierre St-Amant

Keyword(s):

Interest Rates ◽

Structural Var ◽

Real Interest Rates ◽

Expected Inflation ◽

Nominal Interest Rates ◽

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Extracting measures of ex ante real interest rates from ex post rates: A comment

Carnegie-Rochester Conference Series on Public Policy ◽

10.1016/0167-2231(81)90023-3 ◽

1981 ◽

Vol 15 ◽

pp. 201-212 ◽

Author(s):

Kenneth J. Singleton

Keyword(s):

Interest Rates ◽

Real Interest Rates ◽

Ex Post ◽

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A model for ex ante real interest rates

Applied Economics Letters ◽

10.1080/13504850010017681 ◽

2001 ◽

Vol 8 (11) ◽

pp. 713-718 ◽

Author(s):

Li-Hsueh Chen

Keyword(s):

Interest Rates ◽

Real Interest Rates ◽

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ESTIMATES AND BEHAVIOUR OF EX-ANTE REAL INTEREST RATES

Interest Rates and Budget Deficits ◽

10.4324/9780203984345-10 ◽

2005 ◽

pp. 24-74

Keyword(s):

Interest Rates ◽

Real Interest Rates ◽

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On the order of integration of monthly US ex-ante and ex-post real interest rates: New evidence from over a century of data

Economics Letters ◽

10.1016/j.econlet.2005.07.021 ◽

2006 ◽

Vol 90 (2) ◽

pp. 163-169 ◽

Author(s):

M. Karanasos ◽

S.H. Sekioua ◽

N. Zeng

Keyword(s):

Interest Rates ◽

Real Interest Rates ◽

Ex Post ◽

Ex Ante ◽

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PROBLEMS OF MEASURING EX-ANTE REAL INTEREST RATES

Interest Rates and Budget Deficits ◽

10.4324/9780203984345-9 ◽

2005 ◽

pp. 20-23

Keyword(s):

Interest Rates ◽

Real Interest Rates ◽

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The National Purchasing Manager's Index as a Predictor of Ex Ante Real Interest Rates - A Short Note

SSRN Electronic Journal ◽

10.2139/ssrn.1335522 ◽

2009 ◽

Author(s):

Atin Basuchoudhary ◽

Tinni Sen

Keyword(s):

Interest Rates ◽

Real Interest Rates ◽

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SOME EVIDENCE ON MEAN REVERSION IN EX ANTE REAL INTEREST RATES

Scottish Journal of Political Economy ◽

10.1111/j.1467-9485.1996.tb00672.x ◽

1996 ◽

Vol 43 (2) ◽

pp. 177-191 ◽

Author(s):

Imad A. Moosa ◽

Razzaque H. Bhatti

Keyword(s):

Interest Rates ◽

Mean Reversion ◽

Real Interest Rates ◽

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Monetary regime changes and the behavior of ex ante real interest rates: a multi-country study

Journal of Monetary Economics ◽

10.1016/0304-3932(90)90002-l ◽

1990 ◽

Vol 26 (3) ◽

pp. 329-359 ◽

Author(s):

Catherine Bonser-Neal

Keyword(s):

Interest Rates ◽

Real Interest Rates ◽

Regime Changes ◽

Monetary Regime ◽

Ex Ante ◽

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Real Interest Rates and Inflation: An Ex-Ante Empirical Analysis

The Journal of Finance ◽

10.1111/j.1540-6261.1996.tb05207.x ◽

1996 ◽

Vol 51 (1) ◽

pp. 205-225 ◽

Author(s):

SHMUEL KANDEL ◽

AHARON R. OFER ◽

ODED SARIG

Keyword(s):

Interest Rates ◽

Empirical Analysis ◽

Real Interest Rates ◽

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