Unformatted text preview: (1953:01-1971:07), and to see how their results change using other sample periods and other price indices. Do you think that the seasonally adjusted data perform better or worse than the NSA data? Why? How would you predict the real rate of interest using the Nelson-Schwert approach? Plot and discuss the time series behavior of the (ex ante) real rate over the 1831-2009 period. You should write a short, concise report that includes a minimum of computer output. Show only what is necessary. You may use any computer program that you know how to use....
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This note was uploaded on 03/04/2010 for the course FIN 532 taught by Professor Schwert during the Spring '10 term at Rochester.
- Spring '10