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...

Mô tả đầy đủ

Chi tiết về thư mục
Tác giả chính: Davis, E.
Tác giả khác: Henry, S.
Định dạng: Tạp chí
Ngôn ngữ:English
Được phát hành: Washington, D.C. : International Monetary Fund, 1994.
Loạt:IMF Working Papers; Working Paper ; No. 1994/031
Truy cập trực tuyến:Full text available on IMF