New estimates of the UK real and nominal yield curves

Quarterly Bulletin 1999 Q4
Published on 01 December 1999

By Nicola Anderson and John Sleath of the Bank’s Monetary Instruments and Markets Division.

This article describes the rationale for changing the estimation techniques that we have previously used, in the light of our own experience and developments in the academic literature. The article also illustrates the use of data from the general collateral repo market to derive estimates of the nominal yield curve at short maturities.

PDFNew estimates of the UK real and nominal yield curves


Other Quarterly Bulletin 1999 Q4 articles

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