Alternative Tests of Rational Expectations Models: The Case of the Term Structure
收藏NBER1980-10-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w0563
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资源简介：
A linearized version of the rational expectations models of the term structure is put forth in terms of a complete vector of equally spaced observations along the yield curve. A data series on intermediate maturity yields which meets the specifications of the model is presented. The model is tested
提供机构：
美国国家经济研究局
创建时间：
1980-10-01
