Alternative specifications of the German term structure and its information content regarding inflation

Sebastian T. Schich

The purpose of the present paper is twofold. First, it describes zero-coupon yield curve estimates for Germany from September 1972 to February 1996 using a variety of curve-fitting procedures. Second, these estimates are tested for their information content regarding future inflation.

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Year of publication:	1996
Authors:	Schich, Sebastian T.
Publisher:	Frankfurt am Main : Dt. Bundesbank
Subject:	Zinsstruktur \| Yield curve \| Schätzung \| Estimation \| Inflation \| Informationswert \| Information value \| Prognoseverfahren \| Forecasting model \| Deutschland \| Germany \| Zinsertragskurve \| 1972-1996

Extent:	59 S. graph. Darst.
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature
Language:	English
Notes:	Literaturverz. S. 45 - 50 Systemvoraussetzungen: Acrobat Reader
ISBN:	3-932002-12-1
Other identifiers:	hdl:10419/107167 [Handle]
Classification:	Geld, Inflation, Kapitalmarkt
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10010469552