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

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

Content Provider	Semantic Scholar
Author	Schich, Sébastian
Copyright Year	1999
Abstract	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 with the choice of the sample period. Nevertheless, the relationship appears to be structurally stable in Germany and Canada. By contrast, there is evidence for structural instability in the United States and the United Kingdom, possibly reflecting changes in their monetary policy regimes ... En prenant comme exemple les 7 grands, ce document examine le contenu informatif des courbes des rendements en regard a l'inflation a venir. Les resultats empiriques montrent des resultats dont les variations sont substantielles d'un pays a l'autre. On peut identifier un contenu informatif significatif dans le cas des Etats-Unis, du Royaume-Uni, de l'Allemagne et du Canada. Ces resultats varient aussi en fonction du choix de la periode de reference. Neanmoins les relations semblent etre structurellement stables en Allemagne et au Canada. Par contre, on trouve aux Etats-Unis et au Royaume-Uni des preuves d'instabilite structurelle qui peuvent refleter des changements dans leur regime de politique monetaire ...
File Format	PDF HTM / HTML
DOI	10.2139/ssrn.257751
Alternate Webpage(s)	https://www.oecd-ilibrary.org/docserver/143175727151.pdf?accname=guest&checksum=CEA219583E46F6E837B85C380BB0B72C&expires=1554492848&id=id
Alternate Webpage(s)	https://www.oecd-ilibrary.org/docserver/143175727151.pdf?accname=guest&checksum=6A0F8436E289C0BAEECE9656A5ECE628&expires=1571453037&id=id
Alternate Webpage(s)	http://www.oecd.org/dataoecd/21/12/1880859.pdf
Alternate Webpage(s)	https://doi.org/10.2139/ssrn.257751
Language	English
Access Restriction	Open
Content Type	Text
Resource Type	Article

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