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The term structure of interest rates in Japan: the predictability of economic activity

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Author Info
Nakaota, Hiroshi
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File URL: http://www.sciencedirect.com/science/article/B6VF1-4C8NMXP-1/2/d90606767dfcc86c15f5b8456491b22c
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Article provided by Elsevier in its journal Japan and the World Economy.

Volume (Year): 17 (2005)
Issue (Month): 3 (August)
Pages: 311-326
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Handle: RePEc:eee:japwor:v:17:y:2005:i:3:p:311-326

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Web page: http://www.elsevier.com/locate/inca/505557

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  1. Leo Krippner, 2008. "A Macroeconomic Foundation for the Nelson and Siegel Class of Yield Curve Models," Research Paper Series 226, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
  2. Mateus A. Feitosa & Benjamin M. Tabak, 2007. "Predictability Of Economic Activity Using Yield Spreads: The Case Of Brazil," Anais do XXXV Encontro Nacional de Economia [Proceedings of the 35th Brazilian Economics Meeting] 029, ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics]. [Downloadable!]
  3. Leo Krippner, 2005. "A New Framework for Yield Curve, Output and Inflation Relationships," Working Papers in Economics 05/07, University of Waikato, Department of Economics. [Downloadable!]
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This page was last updated on 2009-12-30.

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