The Use of Financial Spreads As Indicator Variables : Evidence for the U.K. and Germany /
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 i...
| Hlavní autor: | Davis, E. |
|---|---|
| Další autoři: | Henry, S. |
| Médium: | Časopis |
| Jazyk: | English |
| Vydáno: |
Washington, D.C. :
International Monetary Fund,
1994.
|
| Edice: | IMF Working Papers; Working Paper ;
No. 1994/031 |
| On-line přístup: | Full text available on IMF |
Podobné jednotky
-
Yield Spread as a Leading Indicator of Real Economic Activity : An Empirical Exercise on the Indian Economy /
Autor: Goyal, Rajan
Vydáno: (2002) - Proceedings of the VARiability for You Workshop: Variability Modeling Made Useful for Everyone
-
FT Guide to Financial Spread Betting
Autor: Fieldhouse, Stuart -
Financial Soundness Indicators : Compilation Guide.
Vydáno: (2006) -
Financial Soundness Indicators : Compilation Guide.
Vydáno: (2010)