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dc.contributor.authorCuthbertson, Keith
dc.contributor.authorBredin, Don
dc.date.accessioned2012-02-02T14:50:23Z
dc.date.available2012-02-02T14:50:23Z
dc.date.issued2000
dc.identifier.citationCuthbertson, 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
dc.identifier.issn0012-9984
dc.identifier.otherJEL C5
dc.identifier.otherJEL D84
dc.identifier.otherJEL E43
dc.identifier.urihttp://hdl.handle.net/2262/61991
dc.description.abstractUsing 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.en
dc.language.isoen
dc.publisherEconomic & Social Studies
dc.relation.ispartofVol.XX, No. XX, Issue, Year
dc.sourceEconomic & Social Reviewen
dc.subjectRational expectationsen
dc.subjectTerm structureen
dc.subjectQuantitative methodsen
dc.subjectIrelanden
dc.subjectInterest ratesen
dc.titleThe expectations hypothesis of the term structure: the case of Ireland
dc.typeJournal Article
dc.publisher.placeDublinen


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