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Hat die Zinsstruktur Aussagekraft für die zukünftige Inflation in Deutschland? : Eine Kritik des Mishkin-Ansatzes
Jochum, Christian; Kirchgässner, Gebhard - In: Kredit und Kapital 32 (1999) 4, pp. 493-519
Persistent link: https://www.econbiz.de/10001451705
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Is There Information About Future Inflation in the Term Structure? Empirical Results for Switzerland
Jochum, Christian; Kirchgässner, Gebhard - 1999
Using Swiss data from 1983 to 1996, we first use the approach developed by MISHKIN and are able to reproduce very similar results for Switzerland. However, these results are extremely unstable, once further variables are introduced in the equations. After checking for the order of integration we...
Persistent link: https://www.econbiz.de/10014212515
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Is there information about future inflation in the term structure? : empirical results for Switzerland
Jochum, Christian - 1998
Persistent link: https://www.econbiz.de/10013442881