The Macro Economy and the Yield Curve

The Macro Economy and the Yield Curve
Author: Samuel Jason Hobi
Publisher:
Total Pages: 130
Release: 2002
Genre: Economic forecasting
ISBN:


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The Macro Economy and the Yield Curve
Language: en
Pages: 130
Authors: Samuel Jason Hobi
Categories: Economic forecasting
Type: BOOK - Published: 2002 - Publisher:

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Developments in Macro-Finance Yield Curve Modelling
Language: en
Pages: 571
Authors: Jagjit S. Chadha
Categories: Business & Economics
Type: BOOK - Published: 2014-02-06 - Publisher: Cambridge University Press

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Changes in the shape of the yield curve have traditionally been one of the key macroeconomic indicators of a likely change in economic outlook. However, the rec
The Macroeconomy and the Yield Curve
Language: en
Pages: 22
Authors: Francis X. Diebold
Categories: Interest rate futures
Type: BOOK - Published: 2004 - Publisher:

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We estimate a model that summarizes the yield curve using latent factors (specifically, level, slope, and curvature) and also includes observable macroeconomic
Macro Factors and the Yield Curve
Language: en
Pages: 284
Authors: Peyron Law
Categories:
Type: BOOK - Published: 2005 - Publisher:

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Equilibrium Yield Curve, the Phillips Curve, and Monetary Policy
Language: en
Pages: 42
Authors: Mitsuru Katagiri
Categories: Business & Economics
Type: BOOK - Published: 2018-11-09 - Publisher: International Monetary Fund

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Upward sloping yield curves are hard to reconcile with the positive association between income and inflation (the Phillips curve) in consumption-based asset pri