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The yield curve as an indicator of monetary conditions

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Author Info

  • Andrew Fung
  • Bryan Chapple

    (Reserve Bank of New Zealand)

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    Abstract

    This article discusses how the yield curve might act as an indicator and predictor of developments in economic activity and inflation.

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    File URL: http://www.rbnz.govt.nz/research_and_publications/reserve_bank_bulletin/1994/1994mar57_1fungchapple.pdf
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    Bibliographic Info

    Article provided by Reserve Bank of New Zealand in its journal Reserve Bank of New Zealand Bulletin.

    Volume (Year): 57 (1994)
    Issue (Month): (March)
    Pages:

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    Handle: RePEc:nzb:nzbbul:march1994:3

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    Phone: 64 4 471-3767
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    References

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    Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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    1. Estrella, Arturo & Hardouvelis, Gikas A, 1991. " The Term Structure as a Predictor of Real Economic Activity," Journal of Finance, American Finance Association, vol. 46(2), pages 555-76, June.
    2. Zuliu Hu, 1993. "The Yield Curve and Real Activity," IMF Working Papers 93/19, International Monetary Fund.
    3. Philippe Jorion & Frederic Mishkin, 1991. "A Multi-Country Comparison of Term Structure Forecasts at Long Horizons," NBER Working Papers 3574, National Bureau of Economic Research, Inc.
    4. Anonymous, 1993. "Expectations and the term structure of interest rates," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 56, December.
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    Cited by:
    1. Craig Ebert, 1994. "The indicator role of asset prices," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 57, September.

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