The yield spread and GDP growth - Time Varying Leading Properties and the Role of Monetary Policy
Year of publication: |
2007
|
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Authors: | Hogrefe, Jens |
Publisher: |
Kiel : Kiel University, Department of Economics |
Subject: | leading indicator | yield spread | GDP growth | monetary policy | Markov-Switching |
Series: | Economics Working Paper ; 2007-12 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 530643170 [GVK] hdl:10419/22028 [Handle] RePEc:zbw:cauewp:5585 [RePEc] |
Classification: | C32 - Time-Series Models ; E52 - Monetary Policy (Targets, Instruments, and Effects) ; E37 - Forecasting and Simulation ; E43 - Determination of Interest Rates; Term Structure Interest Rates |
Source: |
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The yield spread and GDP growth - Time Varying Leading Properties and the Role of Monetary Policy
Hogrefe, Jens, (2007)
-
The Yield Spread and GDP Growth - Time Varying Leading Properties and the Role of Monetary Policy
Hogrefe, Jens, (2007)
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Monetary Policy and the Information Content of the Yield Spread
Feroli, Michael, (2005)
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Dovern, Jonas, (2008)
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Deutlich verlangsamte Expansion der Weltwirtschaft
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