SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The Structure of Interest Rates in Canada: Information Content About Medium-Term Inflation
15 references·3 citing·43 second hop
The Structure of Interest Rates in Canada: Information Content About Medium-Term Inflation (1998)The Structure of Interest Rates in Canada…The term structure spread and future changes in long and short rates in the G7 countries (1994)The term structure spread and…What Does the Term Structure Tell Us About Future Inflation? (1993)What Does the Term Structure …The Yield Curve and Real Activity (1993)The Yield Curve and Real Acti…The Term Structure as a Predictor of Real Economic Activity (1991)The Term Structure as a Predi…The Term Structure and World Economic Growth (1991)The Term Structure and World …A multi-country study of the information in the shorter maturity term structure about future inflation (1991)A multi-country study of the …A Multi-Country Comparison of Term Structure Forecasts at Long Horizons (1991)A Multi-Country Comparison of…The Information in the Longer Maturity Term Structure About Future Inflation (1990)The Information in the Longer…Term-structure forecasts of interest rates, inflation and real returns (1990)Term-structure forecasts of i…Drawing Inferences From Statistics Based on Multi-Year Asset Returns (1990)Drawing Inferences From Stati…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…The Predictive Power of the Term Structure During Recent Monetary Regimes (1988)The Predictive Power of the T…The Information in Long-Maturity Forward Rates (1987)The Information in Long-Matur…Inflation and Real Interest Rates on Assets with Different Risk Characteristics (1984)Inflation and Real Interest R…ESTIMATION AND USES OF THE TERM STRUCTURE OF INTEREST RATES (1976)ESTIMATION AND USES OF THE TE…Predicting Canadian Recessions Using Financial Variables: A Probit Approach (2021)Predicting Canadian Recession…The Canadian macroeconomy and the yield curve: A dynamic latent factor approach (2012)The Canadian macroeconomy and…Monetary Policy and the Term Spread in a Macro Model of a Small Open Economy (2002)Monetary Policy and the Term …Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Cointegration and Tests of Present Value Models (1987)Yield Spreads and Interest Rate Movements: A Bird's Eye View (1991)On biases in tests of the expectations hypothesis of the term structure of interest rates (1997)A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables (1999)Affine Term Structure Models (2010)Trends and random walks in macroeconomic time series (1988)Dynamic Asset Pricing Theory. (1993)Investor Psychology and Asset Pricing (2001)Trends and random walks in macroeconmic time series (1982)Dividend yields and expected stock returns (1988)Business conditions and expected returns on stocks and bonds (1989)Household Risk Management and Optimal Mortgage Choice (2003)The Term Structure of Real Rates and Expected Inflation (2007)Econometric policy evaluation: A critique (1976)New techniques to extract market expectations from financial instruments (1997)Predicting Real Growth and Inflation with the Yield Spread (1997)The yield curve and the macro-economy across time and frequencies (2012)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)ARCH modeling in finance (1992)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)The theory and practice of econometrics (1986)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Credit Spreads and Business Cycle Fluctuations (2012)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)A Re-Examination of Traditional Hypotheses about the Term Structure of Interest Rates (1981)The information in the term structure (1984)Idiosyncratic Variation of Treasury Bill Yields (1996)The term structure of Euro-rates: some evidence in support of the expectations hypothesis (1997)Anticipations of Monetary Policy in Financial Markets (2003)The single family home in the investment portfolio (1993)Testing the Predictability of Stock Returns (2002)What good is a volatility model? (2007)A multicountry comparison of term-structure forecasts at long horizons (1991)Phillips Curve Inflation Forecasts (2008)Inflation and the stock market: Understanding the “Fed Model” (2010)Sources of risk and expected returns in global equity markets (1994)Time-Varying World Market Integration (2005)Global yield curve dynamics and interactions: A dynamic Nelson–Siegel approach (2008)
this work references cited by second hop

References

  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 1991The Term Structure as a Predictor of Real Economic Activity1,739 cited
  • 1987The Information in Long-Maturity Forward Rates1,552 cited
  • 1990Term-structure forecasts of interest rates, inflation and real returns444 cited
  • 1994The term structure spread and future changes in long and short rates in the G7 countries287 cited
  • 1990The Information in the Longer Maturity Term Structure About Future Inflation209 cited
  • 1991The Term Structure and World Economic Growth191 cited
  • 1988The Predictive Power of the Term Structure During Recent Monetary Regimes163 cited
  • 1990Drawing Inferences From Statistics Based on Multi-Year Asset Returns144 cited
  • 1991A multi-country study of the information in the shorter maturity term structure about future inflation134 cited
  • 1976ESTIMATION AND USES OF THE TERM STRUCTURE OF INTEREST RATES131 cited
  • 1993The Yield Curve and Real Activity128 cited
  • 1984Inflation and Real Interest Rates on Assets with Different Risk Characteristics120 cited
  • 1991A Multi-Country Comparison of Term Structure Forecasts at Long Horizons70 cited
  • 1993What Does the Term Structure Tell Us About Future Inflation?

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

67 cited

Cited by

  • 2021Predicting Canadian Recessions Using Financial Variables: A Probit Approach29 cited
  • 2002Monetary Policy and the Term Spread in a Macro Model of a Small Open Economy26 cited
  • 2012The Canadian macroeconomy and the yield curve: A dynamic latent factor approach24 cited