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...

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Detalles Bibliográficos
Autor principal: Schich, Sebastian (-)
Formato: Capítulo de libro electrónico
Idioma:Inglés
Publicado: Paris : OECD Publishing 2000.
Colección:OECD Economics Department Working Papers, no.227.
Materias:
Ver en Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009706056806719

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