Title:

Short- and Long-Run Tests of the Expectations Hypothesis: The Portuguese Case

Authors:

Olga Susana Monteiro (Bank of Portugal)
Artur Silva Lopes (UTL, CEMAPRE - ISEG, UTL)

Journal:

Applied Economics Quarterly

Year:

2010

Volume:

56

Pages:

257-279

JEL codes:

D84 - Expectations; Speculations
E13 - Neoclassical
E43 - Determination of Interest Rates; Term Structure of Interest Rates
E47 - Forecasting and Simulation