Predicting real growth and inflation with the yield spread
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References listed on IDEAS
- Jeffrey A. Frankel & Cara S. Lown, 1994.
"An Indicator of Future Inflation Extracted from the Steepness of the Interest Rate Yield Curve Along Its Entire Length,"
The Quarterly Journal of Economics,
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- Jeffrey A. Frankel & Cara S. Lown, 1991. "An indicator of future inflation extracted from the steepness of the interest rate yield curve along its entire length," Research Paper 9122, Federal Reserve Bank of New York.
- Jeffrey A. Frankel & Cara S. Lown, 1991. "An Indicator of Future Inflation Extracted From the Steepness of the Interest Rate Yield Curve Along Its Entire Length," NBER Working Papers 3751, National Bureau of Economic Research, Inc.
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KeywordsForecasting ; Interest rates ; Inflation (Finance);
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