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Changes in the Cyclical Behavior of Interest Rates

Changes in the Cyclical Behavior of Interest Rates PDF Author: Phillip Cagan
Publisher:
ISBN:
Category : Business cycles
Languages : en
Pages : 32

Book Description

Changes in the Cyclical Behavior of Interest Rates

Changes in the Cyclical Behavior of Interest Rates PDF Author: Phillip Cagan
Publisher:
ISBN:
Category : Business cycles
Languages : en
Pages : 32

Book Description

Changes in the Cyclical Behavior of Interest Rates

Changes in the Cyclical Behavior of Interest Rates PDF Author: Phillip Cagan
Publisher:
ISBN:
Category :
Languages : en
Pages : 32

Book Description

Changes in the Cyclical Behavior of Interest Rates. Distributed by Columbia University Press, New York

Changes in the Cyclical Behavior of Interest Rates. Distributed by Columbia University Press, New York PDF Author: Phillip Cagan
Publisher:
ISBN:
Category : Business cycles
Languages : en
Pages : 32

Book Description

Changes in the Cyclical Behavior of Interest Rates [by] Phillip Cagan

Changes in the Cyclical Behavior of Interest Rates [by] Phillip Cagan PDF Author: National Bureau of Economic Research Staff
Publisher:
ISBN: 9780598229311
Category :
Languages : en
Pages : 40

Book Description

The Cyclical Behavior of the Term Structure of Interest Rates

The Cyclical Behavior of the Term Structure of Interest Rates PDF Author: Reuben A. Kessel
Publisher:
ISBN:
Category : Business & Economics
Languages : en
Pages : 132

Book Description

The Cyclical Behavior of Interest Rates

The Cyclical Behavior of Interest Rates PDF Author: Antonio Roma
Publisher:
ISBN:
Category :
Languages : en
Pages : 0

Book Description
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.

The Cyclical Behavior of Interest Rates

The Cyclical Behavior of Interest Rates PDF Author: Kenneth Jan Singleton
Publisher:
ISBN:
Category : Interest and usury
Languages : en
Pages : 34

Book Description

The cyclical behavior of the term structure of interest rates

The cyclical behavior of the term structure of interest rates PDF Author: Kenneth Jan Singleton
Publisher:
ISBN:
Category :
Languages : en
Pages : 190

Book Description

Changes in the Cyclical Behavior of Interest Rates

Changes in the Cyclical Behavior of Interest Rates PDF Author: Phillip Cagan
Publisher:
ISBN:
Category : Business cycles
Languages : en
Pages : 48

Book Description

˜Theœ cyclical Behavior of the term structore of interest rates

˜Theœ cyclical Behavior of the term structore of interest rates PDF Author: Reuben A. Kessel
Publisher:
ISBN:
Category :
Languages : en
Pages : 113

Book Description

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