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Federal Reserve Bank of San Francisco
FRBSF Economic Letter
What we do and don't know about the term premium
Eric T. Swanson
Abstract

Understanding long-term interest rate fluctuations requires one to understand what the term premium is and how it may change over time. In this Economic Letter, we define the term premium and explain the state of the art in measuring it. We conclude with some discussion of the limitations of our current knowledge.


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Eric T. Swanson, "What we do and don't know about the term premium" , Federal Reserve Bank of San Francisco, FRBSF Economic Letter, number 21, 2007.
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Keywords: Interest rates
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