| 来源类型 | Discussion paper |
| 规范类型 | 论文 |
| 来源ID | DP1323 |
| DP1323 Restructuring Production and Work | |
| Dennis Snower; Assar Lindbeck | |
| 发表日期 | 1995-12-31 |
| 出版年 | 1995 |
| 语种 | 英语 |
| 摘要 | This paper studies the usefulness of spreads between interest rates of different maturities as indicators of future inflation and real interest rates in Germany, using monthly data from the first quarter of 1967. The central results are two-fold. First, the interest rate spreads considered contain considerable information about future changes in inflation, but no information about the time path of real interest rates. Second, the medium-term segment of the yield curve (spreads between six- and two-year rates, for instance) appears to be the most informative for future inflation. These results are similar to those obtained by Mishkin (1990b) and Jorion and Mishkin (1991). |
| 主题 | International Macroeconomics |
| 关键词 | Inflation expectations Information content Term structure |
| URL | https://cepr.org/publications/dp1323 |
| 来源智库 | Centre for Economic Policy Research (United Kingdom) |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/530445 |
| 推荐引用方式 GB/T 7714 | Dennis Snower,Assar Lindbeck. DP1323 Restructuring Production and Work. 1995. |
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