How stable is the predictive power of the yield curve? : Evidence from Germany and the United States
Year of publication: |
2003
|
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Authors: | Estrella, Arturo ; Rodrigues, Anthony P. ; Schich, Sebastian T. |
Published in: |
The review of economics and statistics. - Cambridge, Mass. : MIT Press, ISSN 0034-6535, ZDB-ID 207962-8. - Vol. 85.2003, 3, p. 629-644
|
Subject: | Rendite | Yield | Zinsstruktur | Yield curve | Inflationserwartung | Inflation expectations | Inflation | Prognoseverfahren | Forecasting model | Strukturbruch | Structural break | Theorie | Theory |
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