An indicator of future inflation extracted from the steepness of the interest rate yield curve along its entire length

Inflation expectations surveys as predictors of inflation and behavior in financial and labor markets

Englander, A. Steven, (1989)

Why do interest rates predict macro outcomes?: A unified theory of inflation, output, interest and policy

Estrella, Arturo, (1997)

Predicting real growth and inflation with the yield spread

Kozicki, Sharon, (1997)