Theoe Cyclical Behavior Of The Term Structore Of Interest Rates PDF Download
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Author | : Reuben A. Kessel |
Publisher | : |
Total Pages | : 113 |
Release | : 1965 |
Genre | : Interest |
ISBN | : |
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Author | : Kenneth Jan Singleton |
Publisher | : |
Total Pages | : 190 |
Release | : 1977 |
Genre | : |
ISBN | : |
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Author | : Reuben A. Kessel |
Publisher | : |
Total Pages | : 125 |
Release | : |
Genre | : |
ISBN | : 9780598269607 |
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Author | : Antonio Roma |
Publisher | : |
Total Pages | : 0 |
Release | : 1997 |
Genre | : |
ISBN | : |
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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.
Author | : Reuben A. Kessel |
Publisher | : |
Total Pages | : 113 |
Release | : 1965 |
Genre | : |
ISBN | : |
Download ˜Theœ cyclical Behavior of the term structore of interest rates Book in PDF, ePub and Kindle
Author | : Scott Taylor Jones |
Publisher | : |
Total Pages | : 194 |
Release | : 1973 |
Genre | : Business cycles |
ISBN | : |
Download The Cyclical Behavior of Short- and Long-term Interest Rates and Some Explanations of that Behavior Book in PDF, ePub and Kindle
Author | : Reuben A. Kessel |
Publisher | : |
Total Pages | : 132 |
Release | : 1965 |
Genre | : Business & Economics |
ISBN | : |
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Author | : Phillip Cagan |
Publisher | : |
Total Pages | : 48 |
Release | : 1966 |
Genre | : Business cycles |
ISBN | : |
Download Changes in the Cyclical Behavior of Interest Rates Book in PDF, ePub and Kindle
Author | : Phillip Cagan |
Publisher | : |
Total Pages | : 32 |
Release | : 1966 |
Genre | : |
ISBN | : |
Download Changes in the Cyclical Behavior of Interest Rates Book in PDF, ePub and Kindle
Author | : Kenneth Jan Singleton |
Publisher | : |
Total Pages | : 34 |
Release | : 1976 |
Genre | : Interest and usury |
ISBN | : |
Download The Cyclical Behavior of Interest Rates Book in PDF, ePub and Kindle