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~institution:"DRUID, Copenhagen Business School, Department of Industrial Economics and Strategy/Aalborg University, Department of Business Studies"
~institution:"Federal Reserve Bank of Atlanta"
~institution:"Federal Reserve Board (Board of Governors of the Federal Reserve System)"
~institution:"University of Exeter / Department of Economics"
~person:"Tzavalis, Elias"
~person:"Waggoner, Daniel F."
~subject:"Yield curve"
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DRUID, Copenhagen Business School, Department of Industrial Economics and Strategy/Aalborg University, Department of Business Studies
Federal Reserve Bank of Atlanta
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Which alternative to choose: does the excess sensitivity hypothesis or a time varying term premium explain the failure of the rational expectations hypothesis of the term structure...
Tzavalis, Elias
-
1997
Persistent link: https://www.econbiz.de/10000980792
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Forecasting inflation from the term structure
Tzavalis, Elias
;
Wickens, Michael R.
-
1995
Persistent link: https://www.econbiz.de/10000939712
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3
The rational expectations hypothesis of the term structure : reconciling the evidence
Tzavalis, Elias
;
Wickens, Michael R.
-
1994
Persistent link: https://www.econbiz.de/10000895299
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An introduction to the theory and the econometric tests of the rational expectations hypothesis of the term structure of interest rates
Tzavalis, Elias
-
1993
Persistent link: https://www.econbiz.de/10000891677
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