Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

A Multi-Country Study of the Information in the Term Structure about Future Inflation

10 references·9 citing·43 second hop

FromToDepth

this work references cited by second hop

References

1976Econometric policy evaluation: A critique6,104 cited
1987Cointegration and Tests of Present Value Models2,160 cited
1987The Information in Long-Maturity Forward Rates1,552 cited
2021Short- Term Interest Rates as Predictors of Inflation870 cited
1982Inflation, real returns and capital investment477 cited
2016Short-Term Interest Rates as Predictors of Inflation: On Testing the Hypothesis that the Real Rate of Interest is Constant382 cited
1986Cointegration and Tests of Present Value Models260 cited
1984Do Long-Term Interest Rates Overreact to Short-Term Interest Rates?253 cited
1988The Predictive Power of the Term Structure During Recent Monetary Regimes163 cited
1984Inflation and Real Interest Rates on Assets with Different Risk Characteristics120 cited

Cited by

2004What Does the Yield Curve Tell us about GDP Growth?53 cited
2005Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?44 cited
1993Market Operations in Japan: Theory and Practice32 cited
1999Country risk premium: theoretical determinants and empirical evidence for latin american countries31 cited
2021Predicting Canadian Recessions Using Financial Variables: A Probit Approach

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

29 cited

1992The Term Structure of Interest Rates, Real Activity and Inflation28 cited

1992Term Structure Forecasts of Inflation24 cited

1995Future inflation and the information in international term structures24 cited

2021The Term Structure and Real Activity in Canada17 cited