Decomposing U.S. nominal interest rates into expected inflation and ex ante real interest rates using structural VAR methodology
By: by Pierre St-Amant.
Contributors: Bank of Canada.
Series: Working paper -- 96-2; Working paper (Bank of Canada) -- 96-2
Publisher: Bank of Canada
Published: 1996
Place of publication: Ottawa
Language: eng
Number of pages: 19
Subjects: Interest rates -- United States -- Econometric models.
Notes: Includes bibliographical references.