Yield Spread as a Leading Indicator of Real Economic Activity : An Empirical Exercise on the Indian Economy /

There is growing evidence that the yield spread could serve as a leading indicator of real economic activity. This paper is an attempt to test this hypothesis for the Indian economy by relating movements in the yield spread in the government securities market to movements in the index of industrial...

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书目详细资料
主要作者: Goyal, Rajan
其他作者: Kanagasabapathy, K.
格式: 杂志
语言:English
出版: Washington, D.C. : International Monetary Fund, 2002.
丛编:IMF Working Papers; Working Paper ; No. 2002/091
在线阅读:Full text available on IMF
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245 1 0 |a Yield Spread as a Leading Indicator of Real Economic Activity :   |b An Empirical Exercise on the Indian Economy /  |c Rajan Goyal, K. Kanagasabapathy. 
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300 |a 1 online resource (20 pages) 
490 1 |a IMF Working Papers 
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500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
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520 3 |a There is growing evidence that the yield spread could serve as a leading indicator of real economic activity. This paper is an attempt to test this hypothesis for the Indian economy by relating movements in the yield spread in the government securities market to movements in the index of industrial production. The results show that yield spread could, inter alia, be considered as a leading indicator of industrial activity in India. 
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700 1 |a Kanagasabapathy, K. 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 2002/091 
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