Why Does the Yield Curve Predict Output and Inflation?
Author:
Affiliation:
1. Federal Reserve Bank of New York
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics
Link
http://academic.oup.com/ej/article-pdf/115/505/722/26500834/ej0722.pdf
Reference46 articles.
1. ‘Tests for parameter instability and structural change with unknown change point’;Andrews;Econometrica,1993
2. ‘Inference in non‐linear econometric models with structural change’;Andrews;Review of Economic Studies,1988
3. ‘The information content of the yield curve for monetary policy: a survey’;Berk;De Economist,1998
4. ‘Does the term structure predict recessions? The international evidence’;Bernard;International Journal of Finance and Economics,1998
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