Forecasting Inflation from the Term Structure of Interest Rates
AbstractThere 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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Bibliographic InfoPaper provided by School of Economics, La Trobe University in its series Working Papers with number 1998.08.
Length: 21 pages
Date of creation: 1998
Date of revision:
Time Series; Forecasts; Economic Models; Interest Rate;
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