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The term structure of interest rates in the UK

MacDonald, Ronald - In: Bulletin of economic research 40 (1988) 4, pp. 287-299

Persistent link: https://www.econbiz.de/10001063092

Does the public sector obey the rational expectations-permanent income hypothesis? : a multi-country study of the time series properties of government expenditures

Speight, Alan E. H. - In: Applied economics 21 (1989) 9, pp. 1257-1266

Persistent link: https://www.econbiz.de/10001070834

Consumption, saving and rational expectations : some further evidence for the UK

MacDonald, Ronald - In: The economic journal : the journal of the Royal … 99 (1989) 394, pp. 83-91

Persistent link: https://www.econbiz.de/10001071916

The term structure of interest rates under rational expectations : some international evidence

MacDonald, Ronald - In: Applied financial economics 1 (1991) 4, pp. 211-221

Persistent link: https://www.econbiz.de/10001136582

Real-Time Risk Pricing Over the Business Cycle: Some Evidence for the UK

Evans, Kevin P.; Speight, Alan E. H. - In: Journal of Business Finance & Accounting 33 (2006-01) 1-2, pp. 263-283

The fully-revised data typically utilized in empirical research do not reflect the true information available to financial market participants at the time of their decision-making. This paper uses a new real-time macroeconomic dataset to appraise the relative importance of different vintages of...

Persistent link: https://www.econbiz.de/10005312584