What the Yield Curves say About Inflation: Does it Change Over Time?
The paper investigates the information content of yield curves regarding future inflation, using the example of the G-7 countries. The empirical results show substantial variation of results across countries, and a significant information content is identified for the United States, the United Kingd...
Gespeichert in:
| Beteilige Person: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | Englisch |
| Veröffentlicht: |
Paris
OECD Publishing
2000
|
| Schriftenreihe: | OECD Economics Department Working Papers
|
| Schlagwörter: | |
| Links: | https://doi.org/10.1787/143175727151 |
| Zusammenfassung: | The paper investigates the information content of yield curves regarding future inflation, using the example of the G-7 countries. The empirical results show substantial variation of results across countries, and a significant information content is identified for the United States, the United Kingdom, Germany and Canada. The results also vary with the choice of the sample period. Nevertheless, the relationship appears to be structurally stable in Germany and Canada. By contrast, there is evidence for structural instability in the United States and the United Kingdom, possibly reflecting changes in their monetary policy regimes ... |
| Umfang: | 1 Online-Ressource (37 Seiten) 21 x 29.7cm |
| DOI: | 10.1787/143175727151 |
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| spellingShingle | Schich, Sebastian What the Yield Curves say About Inflation Does it Change Over Time? Economics |
| title | What the Yield Curves say About Inflation Does it Change Over Time? |
| title_auth | What the Yield Curves say About Inflation Does it Change Over Time? |
| title_exact_search | What the Yield Curves say About Inflation Does it Change Over Time? |
| title_full | What the Yield Curves say About Inflation Does it Change Over Time? Sebastian Schich |
| title_fullStr | What the Yield Curves say About Inflation Does it Change Over Time? Sebastian Schich |
| title_full_unstemmed | What the Yield Curves say About Inflation Does it Change Over Time? Sebastian Schich |
| title_short | What the Yield Curves say About Inflation |
| title_sort | what the yield curves say about inflation does it change over time |
| title_sub | Does it Change Over Time? |
| topic | Economics |
| topic_facet | Economics |
| url | https://doi.org/10.1787/143175727151 |
| work_keys_str_mv | AT schichsebastian whattheyieldcurvessayaboutinflationdoesitchangeovertime |