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Die Zinsstruktur als Frühindikator für Konjunktur und Preisentwicklung in Deutschland

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  • Langfeldt, Enno

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  • Langfeldt, Enno, 1994. "Die Zinsstruktur als Frühindikator für Konjunktur und Preisentwicklung in Deutschland," Kiel Working Papers 615, Kiel Institute for the World Economy (IfW Kiel).
    • Handle: RePEc:zbw:ifwkwp:615
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    References listed on IDEAS

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    1. Mishkin, Frederic S., 1990. "What does the term structure tell us about future inflation?," Journal of Monetary Economics, Elsevier, vol. 25(1), pages 77-95, January.
    2. Jorion, Philippe & Mishkin, Frederic, 1991. "A multicountry comparison of term-structure forecasts at long horizons," Journal of Financial Economics, Elsevier, vol. 29(1), pages 59-80, March.
    3. Ben S. Bernanke, 1990. "On the predictive power of interest rates and interest rate spreads," New England Economic Review, Federal Reserve Bank of Boston, issue Nov, pages 51-68.
    4. 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 555-576, June.
    5. Mishkin, Frederic S., 1991. "A multi-country study of the information in the shorter maturity term structure about future inflation," Journal of International Money and Finance, Elsevier, vol. 10(1), pages 2-22, March.
    6. Frederic S. Mishkin, 1990. "The Information in the Longer Maturity Term Structure about Future Inflation," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 105(3), pages 815-828.
    7. James H. Stock & Mark W. Watson, 1989. "New Indexes of Coincident and Leading Economic Indicators," NBER Chapters, in: NBER Macroeconomics Annual 1989, Volume 4, pages 351-409, National Bureau of Economic Research, Inc.
    8. Zuliu Hu, 1993. "The Yield Curve and Real Activity," IMF Working Papers 1993/019, International Monetary Fund.
    9. Newey, Whitney & West, Kenneth, 2014. "A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 33(1), pages 125-132.
    10. Albert Jaeger, 1992. "The Slope of the Yield Curve as a Predictor of Business Cycle Fluctuations," WIFO Working Papers 46, WIFO.
    11. Zuliu Hu, 1993. "The Yield Curve and Real Activity," IMF Staff Papers, Palgrave Macmillan, vol. 40(4), pages 781-806, December.
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    Citations

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    Cited by:

    1. Ulrich Fritsche & Felix Marklein, 2001. "Leading Indicators of Euroland Business Cycles," Discussion Papers of DIW Berlin 238, DIW Berlin, German Institute for Economic Research.
    2. Hinze, Jörg, 2003. "Prognoseleistung von Frühindikatoren: Die Bedeutung von Frühindikatoren für Konjunkturprognosen - Eine Analyse für Deutschland," HWWA Discussion Papers 236, Hamburg Institute of International Economics (HWWA).
    3. Boss, Alfred & Döpke, Jörg & Fischer, Malte & Krämer, Jörg W. & Langfeldt, Enno & Schatz, Klaus-Werner, 1994. "Bundesrepublik Deutschland: Aufschwung festigt sich," Open Access Publications from Kiel Institute for the World Economy 1616, Kiel Institute for the World Economy (IfW Kiel).
    4. Schich, Sebastian T., 1996. "Alternative Spezifikationen der deutschen Zinsstrukturkurve und ihr Informationsgehalt hinsichtlich der Inflation," Discussion Paper Series 1: Economic Studies 1996,08, Deutsche Bundesbank.
    5. Hinze, Jorg, 2003. "Prognoseleistung von Fruhindikatoren: Die Bedeutung von Fruhindikatoren fur Konjunk-turprognosen - Eine Analyse fur Deutschland," Discussion Paper Series 26253, Hamburg Institute of International Economics.
    6. Boss, Alfred & Döpke, Jörg & Fischer, Malte & Krämer, Jörg W. & Langfeldt, Enno & Schatz, Klaus-Werner, 1995. "Bundesrepublik Deutschland: DM-Aufwertung dämpft Konjunktur nur wenig - Aufschwungstempo 1996 dennoch geringer," Open Access Publications from Kiel Institute for the World Economy 1645, Kiel Institute for the World Economy (IfW Kiel).
    7. Fritsche Ulrich & Stephan Sabine, 2002. "Leading Indicators of German Business Cycles. An Assessment of Properties / Frühindikatoren der deutschen Konjunktur. Eine Beurteilung ihrer Eigenschaften," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 222(3), pages 289-315, June.

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