The Use of Financial Spreads as Indicator Variables: Evidence for the United Kingdom and Germany
AbstractThere has been growing interest in the use of financial spreads as advance indicators of real activity and inflation. Empirical evidence is marshalled on a range of spreads when these are used in vector autoregressive models of the U.K. and German economies. It is found that they do provide significant information, even after allowing for the effects of other influences upon macroeconomic activity.
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Bibliographic InfoArticle provided by Palgrave Macmillan in its journal Staff Papers - International Monetary Fund.
Volume (Year): 41 (1994)
Issue (Month): 3 (September)
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Web page: http://www.palgrave-journals.com/
Postal: Palgrave Macmillan Journals, Subscription Department, Houndmills, Basingstoke, Hampshire RG21 6XS, UK
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- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
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