The Information Content of the Term Structure of Interest Rates: Theory and Practice
收藏Organisation for Economic Co-operation and Development2026-04-11 收录
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The paper is devoted to an empirical examination of the information content in the term structure of nominal interest rates for future inflation. Tests of the ability of the term structure to forecast future changes in the inflation rate are carried out for six major OECD countries using monthly data. These tests demonstrate that the term...
