Expectations At the Short End of the Yield Curve

An Application of Macaulay’s Test

Thomas Sargent

    Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)

    Original languageEnglish (US)
    Title of host publicationEssays on Interest Rates
    EditorsJack M. Guttentag
    PublisherColumbia University Press
    Pages391-412
    Volume2
    StatePublished - 1971

    Cite this

    Sargent, T. (1971). Expectations At the Short End of the Yield Curve: An Application of Macaulay’s Test. In J. M. Guttentag (Ed.), Essays on Interest Rates (Vol. 2, pp. 391-412). Columbia University Press.

    Expectations At the Short End of the Yield Curve : An Application of Macaulay’s Test. / Sargent, Thomas.

    Essays on Interest Rates. ed. / Jack M. Guttentag. Vol. 2 Columbia University Press, 1971. p. 391-412.

    Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)

    Sargent, T 1971, Expectations At the Short End of the Yield Curve: An Application of Macaulay’s Test. in JM Guttentag (ed.), Essays on Interest Rates. vol. 2, Columbia University Press, pp. 391-412.
    Sargent T. Expectations At the Short End of the Yield Curve: An Application of Macaulay’s Test. In Guttentag JM, editor, Essays on Interest Rates. Vol. 2. Columbia University Press. 1971. p. 391-412
    Sargent, Thomas. / Expectations At the Short End of the Yield Curve : An Application of Macaulay’s Test. Essays on Interest Rates. editor / Jack M. Guttentag. Vol. 2 Columbia University Press, 1971. pp. 391-412
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