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...
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| Formato: | Revista |
| Idioma: | English |
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Washington, D.C. :
International Monetary Fund,
1994.
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| Series: | IMF Working Papers; Working Paper ;
No. 1994/031 |
| Acceso en liña: | Full text available on IMF |
| Summary: | 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. |
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| descrición da copia: | <strong>Off-Campus Access:</strong> No User ID or Password Required <strong>On-Campus Access:</strong> No User ID or Password Required |
| Descrición Física: | 1 online resource (28 pages) |
| Formato: | Mode of access: Internet |
| ISSN: | 1018-5941 |
| Acceso: | Electronic access restricted to authorized BRAC University faculty, staff and students |