What the Yield Curves say About Inflation: Does it Change Over Time?
The paper investigates the information content of yield curves regarding future inflation, using the example of the G-7 countries. The empirical results show substantial variation of results across countries, and a significant information content is identified for the United States, the United Kingd...
Gespeichert in:
| 1. Verfasser: | |
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| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Paris
OECD Publishing
2000
|
| Schriftenreihe: | OECD Economics Department Working Papers
no.227 |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Zusammenfassung: | The paper investigates the information content of yield curves regarding future inflation, using the example of the G-7 countries. The empirical results show substantial variation of results across countries, and a significant information content is identified for the United States, the United Kingdom, Germany and Canada. The results also vary with the choice of the sample period. Nevertheless, the relationship appears to be structurally stable in Germany and Canada. By contrast, there is evidence for structural instability in the United States and the United Kingdom, possibly reflecting changes in their monetary policy regimes ... |
| Beschreibung: | 1 Online-Ressource (37 p.) 21 x 29.7cm. |
| DOI: | 10.1787/143175727151 |
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| spelling | Schich, Sebastian VerfasserIn aut What the Yield Curves say About Inflation Does it Change Over Time? Sebastian, Schich Paris OECD Publishing 2000 1 Online-Ressource (37 p.) 21 x 29.7cm. Text txt rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier OECD Economics Department Working Papers no.227 The paper investigates the information content of yield curves regarding future inflation, using the example of the G-7 countries. The empirical results show substantial variation of results across countries, and a significant information content is identified for the United States, the United Kingdom, Germany and Canada. The results also vary with the choice of the sample period. Nevertheless, the relationship appears to be structurally stable in Germany and Canada. By contrast, there is evidence for structural instability in the United States and the United Kingdom, possibly reflecting changes in their monetary policy regimes ... Economics FWS01 ZDB-13-SOC FWS_PDA_SOC https://doi.org/10.1787/143175727151 Volltext |
| spellingShingle | Schich, Sebastian What the Yield Curves say About Inflation Does it Change Over Time? Economics |
| title | What the Yield Curves say About Inflation Does it Change Over Time? |
| title_auth | What the Yield Curves say About Inflation Does it Change Over Time? |
| title_exact_search | What the Yield Curves say About Inflation Does it Change Over Time? |
| title_full | What the Yield Curves say About Inflation Does it Change Over Time? Sebastian, Schich |
| title_fullStr | What the Yield Curves say About Inflation Does it Change Over Time? Sebastian, Schich |
| title_full_unstemmed | What the Yield Curves say About Inflation Does it Change Over Time? Sebastian, Schich |
| title_short | What the Yield Curves say About Inflation |
| title_sort | what the yield curves say about inflation does it change over time |
| title_sub | Does it Change Over Time? |
| topic | Economics |
| topic_facet | Economics |
| url | https://doi.org/10.1787/143175727151 |
| work_keys_str_mv | AT schichsebastian whattheyieldcurvessayaboutinflationdoesitchangeovertime |