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Forecasting Inflation from the Term Structure of Interest Rates

There as been on-going debate and empirical investigation in the literature as to whether or not the term structure contains information about future inflation. In this paper, the authors present new evidence about the information in the term structure of interest rates about future inflation in the Australian context.
Year of publication:
1998
Authors: Hewarathna, Ramya ; Silvapulle, Param
Institutions: Department of Economics and Finance, La Trobe Business School
Subject: Time Series | Forecasts | Economic Models | Interest Rate
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Type of publication: Book / Working Paper
Notes:
Number 1998.08 21 pages
Source:
Persistent link: https://www.econbiz.de/10010541730
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