Estimating and Interpreting Forward Interest Rates : Sweden 1992-1994 /

The use of forward interest rates as a monetary policy indicator is demonstrated, using Sweden 1992-1994 as an example. The forward rates are interpreted as indicating market expectations of the time-path of future interest rates, future inflation rates, and future currency depreciation rates. They...

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Bibliographic Details
Main Author: Svensson, Lars
Format: Journal
Language:English
Published: Washington, D.C. : International Monetary Fund, 1994.
Series:IMF Working Papers; Working Paper ; No. 1994/114
Online Access:Full text available on IMF