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What the Yield Curves say About Inflation: Does it Change Over Time?

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Organisation for Economic Co-operation and Development2026-04-11 收录
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https://www.oecd.org/en/publications/what-the-yield-curves-say-about-inflation_143175727151.html
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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...
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