The slope of the yield curve and real economic activity: tracing the transmission mechanism

DOI10.1016/S0165-1765(98)00062-7zbMATH Open0906.90045MaRDI QIDQ1128935FDOQ1128935

Authors: David Peel, Mark P. Taylor 

Publication date: 13 August 1998

Published in: Economics Letters (Search for Journal in Brave)

Recommendations

• The macroeconomy and the yield curve: a dynamic latent factor approach
• The effect of uncertainty on the sensitivity of the yield curve to monetary policy surprises
• The yield curve and financial risk premia. Implications for monetary policy.
• The yield curve and the macro-economy across time and frequencies
• What does the yield curve tell us about GDP growth?

zbMATH Keywords

yield curvereal activitypermanent-temporary decomposition

Mathematics Subject Classification ID

Economic models of real-world systems (e.g., electricity markets, etc.) (91B74)

Cites Work

• Large Sample Properties of Generalized Method of Moments Estimators

This page was built for publication: The slope of the yield curve and real economic activity: tracing the transmission mechanism

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1128935)