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...

وصف كامل

التفاصيل البيبلوغرافية
المؤلف الرئيسي: Davis, E.
مؤلفون آخرون: Henry, S.
التنسيق: دورية
اللغة:English
منشور في: Washington, D.C. : International Monetary Fund, 1994.
سلاسل:IMF Working Papers; Working Paper ; No. 1994/031
الوصول للمادة أونلاين:Full text available on IMF