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Intelligible factors for the yield curve

Lengwiler, Yvan; Lenz, Carlos - In: Journal of econometrics 157 (2010) 2, pp. 481-491

Persistent link: https://www.econbiz.de/10008662977

The intelligible factor model : international comparison and stylized facts

Lengwiler, Yvan; Lenz, Carlos - In: Developments in macro-finance Yield curve modelling, (pp. 200-215). 2014

Persistent link: https://www.econbiz.de/10010254019

Is the interest rate spread a valid predictor for real and nominal economic developments? : an empirical investigation for the Federal Republic of Germany

Kirchgässner, Gebhard - 1995

Persistent link: https://www.econbiz.de/10000923337

Monetary policy and forecasts for real GDP growth : an empirical investigation for the Federal Republic of Germany

Kirchgässner, Gebhard; Savioz, Marcel - In: German economic review 2 (2001) 4, pp. 339-365

Persistent link: https://www.econbiz.de/10001620834

Monetary Policy and Forecasts for Real GDP Growth : An Empirical Investigation for the Federal Republic of Germany

Kirchgässner, Gebhard; Savioz, Marcel - 1999

Using quarterly data for the Federal Republic of Germany, we generate four-quarter-ahead forecasts for real GDP growth. Throughout the seventies and eighties, real M1 is still the best predictor. It clearly outperforms interest rate-based forecasts, and within this group short-run interest rates...

Persistent link: https://www.econbiz.de/10014212154