Disentangling the Predictive Power of Term Spreads under Inflation Targeting

Under inflation targeting, S. Cho and J. Lee (2014, Inflation targeting and predictive power of term spreads. Seoul Journal of Economics, 27, 391-419), A. Estrella (2005, Why does the yield curve predict output and inflation? The Economic Journal, 115, 722-744) and P.L. Siklos (2000, Inflation targe...

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Veröffentlicht in:	International economic journal 2015, 29(3), , pp.419-450
1. Verfasser:	Lee, Jiyoung
Format:	Artikel
Sprache:	eng
Schlagworte:	Deterioration Economic analysis Economic models Expectations expectations hypothesis Finance Hypothesis Inflation Inflation rate Inflation targeting International finance Monetary economics Monetary policy Power predictive power term premium term spread Yield curve 경제학
Online-Zugang:	Volltext
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