An Econometric Study of the Term Structure and the Real Economy

Author:

Thomas D. Gareth,Bywaters David S.

Publisher

Springer International Publishing

Reference13 articles.

1. Campbell, J. Y., & Shiller, R. J. (1987). Co-Integration and Tests of Present Value Models. Journal of Political Economy, 95, 1062–1088.

2. Carlson, J. (1977). A Study of Price Forecasts. Annals of Economic and Social Measurement, 6(1, Winter), 27–56.

3. Cronshore, D. (1997, March/April). The Livingston Survey: Still Useful After All These Years. Federal Bank of Philadelphia, Business Review, 1–12.

4. Cuthbertson, K. (1996). The Expectations Hypothesis of the Term Structure: The U.K. Interbank Market. Economic Journal, 106, 578–592.

5. Cuthbertson, K., & Nitzsche, D. (2004). Quantitative Financial Economics (2nd ed.). Chichester: Wiley.

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