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
    Publication statusPublished - 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.