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The use of financial spreads as indicators of real activity

Davis, E. Philip - In: Money and banking : issues for the twenty-first century …, (pp. 261-286). 1993

Persistent link: https://www.econbiz.de/10001303916

The role of financial spreads : empirical analysis of spreads and real activity

Davis, E. Philip - In: The Manchester School of Economic and Social Studies 62 (1994) 4, pp. 374-394

Persistent link: https://www.econbiz.de/10001173820

VAR models of inflation

Henry, S. G. B. - In: Quarterly bulletin / Bank of England 33 (1993) 2, pp. 231-239

Persistent link: https://www.econbiz.de/10001144505

Economic Modelling at the Bank of England

Henry, S. G. B. (ed.); Patterson, Kerry David (ed.) - 1990

Persistent link: https://www.econbiz.de/10013487803

The use of financial spreads as indicator variables : evidence for the United Kingdom and Germany

Davis, E. Philip - In: Staff papers / International Monetary Fund 41 (1994) 3, pp. 517-525

Persistent link: https://www.econbiz.de/10001170746

The Use of Financial Spreads As Indicator Variables : Evidence for the U.K. and Germany

Davis, E. P. - 1994

There has been growing interest in the use of financial spreads as advance indicators of real activity and inflation. Empirical evidence is marshalled on a range of spreads when these are used in vector autoregressive models of the UK and German economies. It is found that they do have...