What the Yield Curves say About Inflation: Does it Change Over Time?
收藏Organisation for Economic Co-operation and Development2026-04-11 收录
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The paper investigates the information content of yield curves regarding future inflation, using the example of the G-7 countries. The empirical results show substantial variation of results across countries, and a significant information content is identified for the United States, the United Kingdom, Germany and Canada. The results also vary...



