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Monetary policy surprises and the expectations hypothesis at the short end of the yield curve

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2008

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Abstract

We test the expectations hypothesis by analyzing changes in three-month T-Bill rates (TB3) after FOMC meetings. By estimating the revisions in expectations of future overnight rates, we find a one-to-one relationship between changes in TB3 and path revisions. (C) 2008 Elsevier B.V. All rights reserved.

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Elsevier

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Economics

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Economics Letters

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DOI

10.1016/j.econlet.2008.03.018

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https://doi.org/10.1016/j.econlet.2008.03.018
 https://hdl.handle.net/20.500.14288/6467

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Item type:Goal, Access status: Open Access ,
08 - Descent Work and Economic Growth
Economic growth should be a positive force for the whole planet.This is why we must make sure that financial progress creates decent and fulfilling jobs while not harming the environment. We must protect labour rights and once and for all put a stop to modern slavery and child labour. If we promote job creation with expanded access to banking and financial services, we can make sure that everybody gets the benefits of entrepreneurship and innovation.
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