The Cyclical Behavior Of Interest Rates
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Changes In The Cyclical Behavior Of Interest Rates
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Author : Phillip Cagan
language : en
Publisher:
Release Date : 1966
Changes In The Cyclical Behavior Of Interest Rates written by Phillip Cagan and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1966 with Business cycles categories.
Changes In The Cyclical Behavior Of Interest Rates
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Author : Phillip Cagan
language : en
Publisher:
Release Date : 1966
Changes In The Cyclical Behavior Of Interest Rates written by Phillip Cagan and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1966 with categories.
The Cyclical Behavior Of The Term Structure Of Interest Rates
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Author : Reuben A. Kessel
language : en
Publisher:
Release Date : 1965
The Cyclical Behavior Of The Term Structure Of Interest Rates written by Reuben A. Kessel and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1965 with Business & Economics categories.
The Cyclical Behavior Of Interest Rates
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Author : Antonio Roma
language : en
Publisher:
Release Date : 1997
The Cyclical Behavior Of Interest Rates written by Antonio Roma and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997 with categories.
This paper investigates the behavior of the term structure of interest rates over the business cycle. In contrast to prior studies that measure the business cycle by the simple growth in aggregate economic activity, we consider an alternative measure: the deviation of aggregate economic activity from its potentially stochastic trend. We show that incorporating both an independent trend and cyclical component in consumption improves the efficiency in estimating consumption-based asset pricing models. We also find that the term spread is more informative about future changes in stochastically detrended real gross domestic product (GDP) than future growth rates in real GDP.
Changes In The Cyclical Behavior Of Interest Rates By Phillip Cagan
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Author : National Bureau of Economic Research Staff
language : en
Publisher:
Release Date :
Changes In The Cyclical Behavior Of Interest Rates By Phillip Cagan written by National Bureau of Economic Research Staff and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on with categories.
Changes In The Cyclical Behavior Of Interest Rates Distributed By Columbia University Press New York
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Author : Phillip Cagan
language : en
Publisher:
Release Date : 1966
Changes In The Cyclical Behavior Of Interest Rates Distributed By Columbia University Press New York written by Phillip Cagan and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1966 with Business cycles categories.
Real And Nominal Factors In The Cyclical Behavior Of Interest Rates Output And Money
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Author : Kenneth J. Singleton
language : en
Publisher:
Release Date : 1981
Real And Nominal Factors In The Cyclical Behavior Of Interest Rates Output And Money written by Kenneth J. Singleton and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1981 with Inflation (Finance) categories.
The Cyclical Behavior Of The Term Structure Of Interest Rates
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Author : Kenneth Jan Singleton
language : en
Publisher:
Release Date : 1977
The Cyclical Behavior Of The Term Structure Of Interest Rates written by Kenneth Jan Singleton and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1977 with categories.
The Cyclical Behavior Of Interest Rates
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Author : Kenneth Jan Singleton
language : en
Publisher:
Release Date : 1976
The Cyclical Behavior Of Interest Rates written by Kenneth Jan Singleton and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1976 with Interest and usury categories.
The Cyclical Behavior Of The Term Structore Of Interest Rates
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Author : Reuben A. Kessel
language : en
Publisher:
Release Date : 1965
The Cyclical Behavior Of The Term Structore Of Interest Rates written by Reuben A. Kessel and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1965 with categories.