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...

Disgrifiad llawn

Manylion Llyfryddiaeth
Prif Awdur: Davis, E.
Awduron Eraill: Henry, S.
Fformat: Cylchgrawn
Iaith:English
Cyhoeddwyd: Washington, D.C. : International Monetary Fund, 1994.
Cyfres:IMF Working Papers; Working Paper ; No. 1994/031
Mynediad Ar-lein:Full text available on IMF
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100 1 |a Davis, E. 
245 1 4 |a The Use of Financial Spreads As Indicator Variables :   |b Evidence for the U.K. and Germany /  |c E. Davis, S. Henry. 
264 1 |a Washington, D.C. :  |b International Monetary Fund,  |c 1994. 
300 |a 1 online resource (28 pages) 
490 1 |a IMF Working Papers 
500 |a <strong>Off-Campus Access:</strong> No User ID or Password Required 
500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
506 |a Electronic access restricted to authorized BRAC University faculty, staff and students 
520 3 |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. 
538 |a Mode of access: Internet 
700 1 |a Henry, S. 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 1994/031 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/001/1994/031/001.1994.issue-031-en.xml  |z IMF e-Library