<?xml version="1.0" encoding="UTF-8"?>
<collection xmlns="http://www.loc.gov/MARC21/slim">
 <record>
  <leader>01488cas a2200253 a 4500</leader>
  <controlfield tag="001">AALejournalIMF008881</controlfield>
  <controlfield tag="008">230101c9999    xx  r poo     0    0eng d</controlfield>
  <datafield tag="020" ind1=" " ind2=" ">
   <subfield code="c">5.00 USD</subfield>
  </datafield>
  <datafield tag="020" ind1=" " ind2=" ">
   <subfield code="z">9781451844986</subfield>
  </datafield>
  <datafield tag="022" ind1=" " ind2=" ">
   <subfield code="a">1018-5941</subfield>
  </datafield>
  <datafield tag="040" ind1=" " ind2=" ">
   <subfield code="a">BD-DhAAL</subfield>
   <subfield code="c">BD-DhAAL</subfield>
  </datafield>
  <datafield tag="100" ind1="1" ind2=" ">
   <subfield code="a">Davis, E.</subfield>
  </datafield>
  <datafield tag="245" ind1="1" ind2="4">
   <subfield code="a">The Use of Financial Spreads As Indicator Variables : </subfield>
   <subfield code="b">Evidence for the U.K. and Germany /</subfield>
   <subfield code="c">E. Davis, S. Henry.</subfield>
  </datafield>
  <datafield tag="264" ind1=" " ind2="1">
   <subfield code="a">Washington, D.C. :</subfield>
   <subfield code="b">International Monetary Fund,</subfield>
   <subfield code="c">1994.</subfield>
  </datafield>
  <datafield tag="300" ind1=" " ind2=" ">
   <subfield code="a">1 online resource (28 pages)</subfield>
  </datafield>
  <datafield tag="490" ind1="1" ind2=" ">
   <subfield code="a">IMF Working Papers</subfield>
  </datafield>
  <datafield tag="500" ind1=" " ind2=" ">
   <subfield code="a">&lt;strong&gt;Off-Campus Access:&lt;/strong&gt; No User ID or Password Required</subfield>
  </datafield>
  <datafield tag="500" ind1=" " ind2=" ">
   <subfield code="a">&lt;strong&gt;On-Campus Access:&lt;/strong&gt; No User ID or Password Required</subfield>
  </datafield>
  <datafield tag="506" ind1=" " ind2=" ">
   <subfield code="a">Electronic access restricted to authorized BRAC University faculty, staff and students</subfield>
  </datafield>
  <datafield tag="520" ind1="3" ind2=" ">
   <subfield code="a">There has been growing interest in the use of financial spreads as advance indicators of real activity and inflation. Empirical evidence is marshalled on a range of spreads when these are used in vector autoregressive models of the UK and German economies. It is found that they do have significant information, even after allowing for the effects of other influences upon macro-economic activity.</subfield>
  </datafield>
  <datafield tag="538" ind1=" " ind2=" ">
   <subfield code="a">Mode of access: Internet</subfield>
  </datafield>
  <datafield tag="700" ind1="1" ind2=" ">
   <subfield code="a">Henry, S.</subfield>
  </datafield>
  <datafield tag="830" ind1=" " ind2="0">
   <subfield code="a">IMF Working Papers; Working Paper ;</subfield>
   <subfield code="v">No. 1994/031</subfield>
  </datafield>
  <datafield tag="856" ind1="4" ind2="0">
   <subfield code="z">Full text available on IMF</subfield>
   <subfield code="u">http://elibrary.imf.org/view/journals/001/1994/031/001.1994.issue-031-en.xml</subfield>
   <subfield code="z">IMF e-Library</subfield>
  </datafield>
 </record>
</collection>
