What the Yield Curves say About Inflation Does it Change Over Time?
The paper investigates the information content of yield curves regarding future inflation, using the example of the G-7 countries. The empirical results show substantial variation of results across countries, and a significant information content is identified for the United States, the United Kingd...
Autor principal: | |
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Formato: | Capítulo de libro electrónico |
Idioma: | Inglés |
Publicado: |
Paris :
OECD Publishing
2000.
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Colección: | OECD Economics Department Working Papers,
no.227. |
Materias: | |
Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009706056806719 |