The Leading Indicator Property of the Term Spread and the Monetary Policy Factors in Japan
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More about this item
Keywordsleading indicator property of the term spread (LIPTS); term spread; future economic activity; monetary policy;
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-06-09 (All new papers)
- NEP-MAC-2013-06-09 (Macroeconomics)
- NEP-MON-2013-06-09 (Monetary Economics)
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