The Determinants of U.S. Treasury Bill Rates: An Approach Based on A Vector Autoregressive Model (VAR)

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The Determinants of U.S. Treasury Bill Rates: An Approach Based on A Vector Autoregressive Model (VAR)

This dissertation examines the determinants of U.S. Treasury bill rates based on vector autoregressions for the period 1959-2009. Our main conclusions are: (1) monetary base, inflation rate and output affect the dynamics of Treasury bill rates and those results are consistent with the theory in rega...

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Bibliographic Details
Main Author:	Fadiga, Ismael Tanou
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2009
Online Access:	https://eprints.nottingham.ac.uk/22844/

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