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The term spread and real economic activity in the US inter-war period

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Author Info
Paya, Ivan
Matthews, Kent
Peel, David

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Article provided by Elsevier in its journal Journal of Macroeconomics.

Volume (Year): 27 (2005)
Issue (Month): 2 (June)
Pages: 331-343
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Handle: RePEc:eee:jmacro:v:27:y:2005:i:2:p:331-343

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Web page: http://www.elsevier.com/locate/inca/622617

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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. 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 2008-10-4.

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