The yield spread and GDP growth - Time Varying Leading Properties and the Role of Monetary Policy
Year of publication: |
2007
|
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Authors: | Hogrefe, Jens |
Institutions: | Institut für Volkswirtschaftslehre, Christian-Albrechts-Universität Kiel |
Subject: | leading indicator | yield spread | GDP growth | monetary policy | Markov-Switching |
Extent: | application/pdf |
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Series: | Economics Working Papers. - ISSN 2193-2476. |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 2007,12 |
Classification: | C32 - Time-Series Models ; E52 - Monetary Policy (Targets, Instruments, and Effects) ; E37 - Forecasting and Simulation ; E43 - Determination of Interest Rates; Term Structure Interest Rates |
Source: |
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The yield spread and GDP growth - Time Varying Leading Properties and the Role of Monetary Policy
Hogrefe, Jens, (2007)
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The Yield Spread and GDP Growth - Time Varying Leading Properties and the Role of Monetary Policy
Hogrefe, Jens, (2007)
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Monetary Policy and the Information Content of the Yield Spread
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