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The yield curve as an indicator of monetary conditions

Author

Listed:
  • Andrew Fung
  • Bryan Chapple

    (Reserve Bank of New Zealand)

Abstract

This article discusses how the yield curve might act as an indicator and predictor of developments in economic activity and inflation.

Suggested Citation

  • Andrew Fung & Bryan Chapple, 1994. "The yield curve as an indicator of monetary conditions," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 57, March.
  • Handle: RePEc:nzb:nzbbul:march1994:3
    as

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    File URL: http://www.rbnz.govt.nz/-/media/ReserveBank/Files/Publications/Bulletins/1994/1994mar57-1fungchapple.pdf
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    References listed on IDEAS

    as
    1. 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.
    2. Anonymous, 1993. "Expectations and the term structure of interest rates," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 56, December.
    3. 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.
    4. Zuliu Hu, 1993. "The Yield Curve and Real Activity," IMF Working Papers 93/19, International Monetary Fund.
    Full references (including those not matched with items on IDEAS)

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    Cited by:

    1. Craig Ebert, 1994. "The indicator role of asset prices," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 57, September.

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