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The information in the term structure: Some further results · Study

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ArticleThe information in the term structure: Some further results

Frederic S. Mishkin1988

Article1988

The information in the term structure: Some further results

Frederic S. Mishkin

131 citations·0/0 files stored·Journal of Applied Econometrics

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Stochastic processes and financial applications Monetary Policy and Economic Impact Financial Markets and Investment Strategies

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References

1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis 1984The information in the term structure 1990What does the term structure tell us about future inflation?1986Monetary policy regime shifts and the unusual behavior of real interest rates 1988The Predictive Power of the Term Structure During Recent Monetary Regimes

Cited by

1999The impact of economic and financial factors on UK property performance 2001Predictable changes in yields and forward rates 2003Design and Estimation of Quadratic Term Structure Models 1999Endogenous term premia and anomalies in the term structure of interest rates: Explaining the predictability smile 1999The expectations hypothesis of the term structure: tests on US, German, French, and UK Euro-rates 2009Forecasting Euro-Area Recessions Using Time-Varying Binary Response Models for Financial Markets 1996Forecasting inflation from the term structure

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1991A multi-country study of the information in the shorter maturity term structure about future inflationarticle · 6 shared references 1991A multicountry comparison of term-structure forecasts at long horizonsarticle · 4 shared references 1996Forecasting inflation from the term structurearticle · 4 shared references 1996Does real interest parity hold at longer maturities?article · 4 shared references 1995Nonstationarity of Regressors and Tests on Real-Interest-Rate Behaviorarticle · 4 shared references 1990Term-structure forecasts of interest rates, inflation and real returnsarticle · 3 shared references

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Year1988

Typearticle

Published1988-10-01

VenueJournal of Applied Econometrics

ISSN-L0883-7252

Languageen

Citations131

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1002/jae.3950030406

openalex_workW3122504919

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1996The Expectation Theory: Tests on French, German, and American Euro-Rates