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Forecasting inflation from the term structure

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Author Info
Tzavalis, Elias
Wickens, M. R.

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File URL: http://www.sciencedirect.com/science/article/B6VFG-3VV58VG-3/2/d63b14e8bad59926ad46dc464400f484
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Article provided by Elsevier in its journal Journal of Empirical Finance.

Volume (Year): 3 (1996)
Issue (Month): 1 (May)
Pages: 103-122
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Handle: RePEc:eee:empfin:v:3:y:1996:i:1:p:103-122

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Web page: http://www.elsevier.com/locate/jempfin

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  1. Jan Marc Berk & Peter A.G. Vanbergeijk, 2000. "Is the yield curve a useful information variable for the Eurosystem?," Working Paper Series 11, European Central Bank. [Downloadable!]
  2. Harald Grech, 2004. "What Do German Short-Term Interest Rates Tell Us About Future Inflation?," Working Papers 94, Oesterreichische Nationalbank (Austrian Central Bank). [Downloadable!]
  3. Jesús Crespo Cuaresma & Ernest Gnan & Doris Ritzberger-Grünwald, 2005. "The Term Structure as a Predictor of Real Activity and Inflation in the Euro Area: A Reassessment," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 141(2), pages 318-342, July. [Downloadable!] (restricted)
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  4. Francisco Alonso-Sánchez & Juan Ayuso-Huertas & Jorge Martínez-Pagés, 2000. "El contenido informativo de los tipos de interés sobre la tasa de inflación española," Investigaciones Economicas, Fundación SEPI, vol. 24(2), pages 455-471, May. [Downloadable!]
  5. Browne, Frank & Everett, Mary, 2006. "The Real Interest Rate Spread as a Monetary Policy Indicator," Research Technical Papers 6/RT/06, Central Bank & Financial Services Authority of Ireland (CBFSAI). [Downloadable!]
  6. Andrea Beccarini, 2007. "Investment sensitivity to interest rates in an uncertain context: is a positive relationship possible?," Economic Change and Restructuring, Springer, vol. 40(3), pages 223-234, September. [Downloadable!] (restricted)
  7. Sharon Kozicki, 2001. "Why do central banks monitor so many inflation indicators?," Economic Review, Federal Reserve Bank of Kansas City, issue Q III, pages 5-42. [Downloadable!]
  8. Kai Carstensen & Julia Hawellek, 2003. "Forecasting inflation from the term structure," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 139(2), pages 306-323, June. [Downloadable!] (restricted)
  9. Pons Novell, J., 2002. "Ciclo de la economía española y contenido informativo de los tipos de interés," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 20, pages 583-598, Diciembre. [Downloadable!] (restricted)
  10. Carmine Trecroci & Juan Luis Vega-Croissier, 2000. "The information content of M3 for future inflation," Working Paper Series 33, European Central Bank. [Downloadable!]
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