The yield curve as an indicator of monetary conditions
This article discusses how the yield curve might act as an indicator and predictor of developments in economic activity and inflation.
Volume (Year): 57 (1994)
Issue (Month): (March)
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- Arturo Estrella & Gikas A. Hardouvelis, 1989.
"The term structure as a predictor of real economic activity,"
8907, Federal Reserve Bank of New York.
- 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 555-76, June.
- Zuliu Hu, 1993. "The Yield Curve and Real Activity," IMF Working Papers 93/19, International Monetary Fund.
- Anonymous, 1993. "Expectations and the term structure of interest rates," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 56, December.
- Philippe Jorion & Frederic Mishkin, 1991.
"A Multi-Country Comparison of Term Structure Forecasts at Long Horizons,"
NBER Working Papers
3574, National Bureau of Economic Research, Inc.
- 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.
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