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Please use this identifier to cite or link to this item: http://hdl.handle.net/2262/61991

Title: The expectations hypothesis of the term structure: the case of Ireland
Author: Cuthbertson, Keith
Bredin, Don
Keywords: Rational expectations
Term structure
Quantitative methods
Ireland
Interest rates
Issue Date: 2000
Publisher: Economic & Social Research Institute
Citation: Cuthbertson, Keith; Bredin, Don. 'The expectations hypothesis of the term structure: the case of Ireland'. - Economic & Social Review, Vol. 31, No. 3, July, 2000, pp. 267-281, Dublin: Economic & Social Research Institute
Abstract: Using a number of short-term maturities and monthly data, 1984-1997, we provide a number of tests of the expectations hypothesis (EH) of the term structure. The paper draws on cointegration techniques and the methodological approach of Campbell and Shiller (1987,1991). On balance our results lend support to the EH and are broadly consistent with recent findings for the UK, but are in sharp contrast to those for the US.
URI: http://hdl.handle.net/2262/61991
ISSN: 00129984
Appears in Collections:Economic and Social Review Archive: Complete Collection 1969-
The Economic and Social Review, Vol. 31, No. 3, July, 2000

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