Forecasting inflation from the term structure

Authors: Tzavalis E.; Wickens M.R.

Source: Journal of Empirical Finance, Volume 3, Number 1, May 1996 , pp. 103-122(20)

Publisher: Elsevier

Keywords: [JEL classification codes] C32; [JEL classification codes] C52; [JEL classification codes] E43; Fisher equation; Term structure; Rational expectations; Cointegration; Vector error correction model

Language: English

Document Type: Research article

DOI: http://dx.doi.org/10.1016/0927-5398(95)00021-6

Affiliations: 1: Department of Economics, University of Exeter, Exeter, EX4 4RJ, UK

Publication date: 1996-05-01

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• By this author: Tzavalis E. ;  Wickens M.R.

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