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The Use of Financial Spreads As Indicator Variables Evidence for the U.K. and Germany

There has been growing interest in the use of financial spreads as advance indicators of real activity and inflation. Empirical evidence is marshalled on a range of spreads when these are used in vector autoregressive models of the UK and German economies. It is found that they do have significant i...

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Bibliographic Details
Main Author: Davis, E.
Other Authors: Henry, S.
Format: eBook
Language:English
Published: Washington, D.C. International Monetary Fund 1994
Series:IMF Working Papers
Subjects:
Interest Rates
Inflation
Sovereign Bonds
Finance
Multiple Or Simultaneous Equation Models
Econometric Analysis
Vector Error Correction Models
Financial Institutions
Financial Services
Deflation
Currency
General Financial Markets: General (includes Measurement And Data)
Investments: Bonds
Yield Curve
Model Construction And Estimation
Price Level
Foreign Exchange
Bonds
Econometric Models
Banks And Banking
Prices
Macroeconomics
Real Exchange Rates
Interest Rates: Determination, Term Structure, And Effects
Econometrics
Investment & Securities
Econometrics & Economic Statistics
Multiple Variables: General
Germany
Online Access:
Collection: International Monetary Fund - Collection details see MPG.ReNa
Description
Summary:There has been growing interest in the use of financial spreads as advance indicators of real activity and inflation. Empirical evidence is marshalled on a range of spreads when these are used in vector autoregressive models of the UK and German economies. It is found that they do have significant information, even after allowing for the effects of other influences upon macro-economic activity
Physical Description:28 pages
ISBN:9781451844986

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