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

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 a. M. : Deutsche Bundesbank
Subject:	Zinsstruktur \| Schätzung \| Inflation \| Informationswert \| Prognoseverfahren \| Deutschland

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Series:	Discussion Paper ; 1996,08e
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
ISBN:	3932002121
Other identifiers:	816565708 [GVK] hdl:10419/107167 [Handle] RePEc:zbw:bubdp1:199608e [RePEc]
Source:	EconStor

Persistent link: https://www.econbiz.de/10010478832