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expectations hypothesis

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expectations hypothesis
The explanation that the slope of the yield curve is attributable to expectations of changes in short-term interest rates. The yield curve relates bond yields and maturity lengths.


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Using both threshold ARCH and vector autoregression frameworks, we find that for all countries except Germany, the forecasting error has decreased for interest rates on the respective government bonds across most maturity lengths, and that the expectations hypothesis has performed better at the short end of the yield curve.
Does Central Bank transparency impact financial markets? A ... by Tomljanovich, Marc / Southern Economic Journal
To derive a simplified model, I employ the rational expectations hypothesis and the innovation accounting and vector autoregressive methods.
Effects of U.S. trade remedy law enforcement under uncertainty: the ... by Chung, Jae W. / Southern Economic Journal
A more obscure theme is rational expectations; more precisely, the inappropriateness of the rational expectations hypothesis.
Economic Growth and the Structure of Long-Term Development by Gapinski, James H. / Southern Economic Journal
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