Discussion Mark Flood

نویسنده

  • Mark Flood
چکیده

and real-return expectations in Canada and the United States via a twocountry extension of the equilibrium term-structure model introduced by Longstaff and Schwartz (1992). This paper is part of a larger research agenda that attempts to link empirically the structure of equilibrium termstructure models to macroeconomic fundamentals in both the United States and Canada. If they can accurately measure ex ante real interest rates and expected inflation from the term structure, the usefulness of such a project for monetary policy should be readily apparent. I commend the organizers of this conference and Fung and Remolona for choosing a subject that is topical—even long overdue.

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تاریخ انتشار 1998