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Forecasting Inflation from the Term Structure of Interest Rates


  • Ramya Hewarathna

    (School of Economics, La Trobe University)

  • Param Silvapulle

    (School of Economics, La Trobe University)


There as been on-going debate and empirical investigation in the literature as to whether or not the term structure contains information about future inflation. In this paper, the authors present new evidence about the information in the term structure of interest rates about future inflation in the Australian context.

Suggested Citation

  • Ramya Hewarathna & Param Silvapulle, 1998. "Forecasting Inflation from the Term Structure of Interest Rates," Working Papers 1998.08, School of Economics, La Trobe University.
  • Handle: RePEc:trb:wpaper:1998.08

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    References listed on IDEAS

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