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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Materialtyp: | Tidskrift |
Språk: | English |
Publicerad: |
Washington, D.C. :
International Monetary Fund,
1994.
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Serie: | IMF Working Papers; Working Paper ;
No. 1994/031 |
Länkar: | Full text available on IMF |