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Forecasting Inflation from the Term Structure of Interest Rates

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Author Info
Hewarathna, R.
Silvapulle, P.

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Abstract

There as been on-going debate and empirical investigation in the literature as to whether or not the term structure contains information about future inflation. In this paper, the authors present new evidence about the information in the term structure of interest rates about future inflation in the Australian context.

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Publisher Info
Paper provided by La Trobe - Department of Economics in its series Papers with number 98-08.

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Length: 21 pages
Date of creation: 1998
Date of revision:
Handle: RePEc:fth:latrob:98-08

Contact details of provider:
Postal: School of Economics and Commerce, La Trobe University, Bundoora, Victoria, Australia 3089.
Phone: (03) 9479 3012
Fax: (03) 9479 5971
Email:
Web page: http://www.latrobe.edu.au/business/
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Related research
Keywords: TIME SERIES ; FORECASTS ; ECONOMIC MODELS ; INTEREST RATE;

Find related papers by JEL classification:
C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions
C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Other Model Applications
E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Determination of Interest Rates; Term Structure of Interest Rates

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This page was last updated on 2009-11-20.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.