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• W2617536114 abstract "This article reviews methods for extracting both risk-neutral and physical density forecasts for interest rates. It presents some applications, with particular focus on issues pertaining to forward guidance and the zero lower bound. Several important applied questions in macroeconomics and monetary economics can be very directly addressed using the wealth of information in interest-rate derivative securities." @default.
• W2617536114 created "2017-06-05" @default.
• W2617536114 creator A5038088103 @default.
• W2617536114 date "2017-11-01" @default.
• W2617536114 modified "2023-09-25" @default.
• W2617536114 title "Forward-Looking Estimates of Interest-Rate Distributions" @default.
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• W2617536114 doi "https://doi.org/10.1146/annurev-financial-110716-032347" @default.
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