The Term Structure of Interest Rate as a Predictor of Inflation and Real Economic Activity: Nonlinear Evidence from Turkey
Year of publication: |
2008
|
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Authors: | Omay, Tolga |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Term Structure of Interest Rates | Monetary Policy | LSTVAR | GIRF | Real Economic Activity | Inflation |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Classification: | C32 - Time-Series Models ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; C53 - Forecasting and Other Model Applications ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; E00 - Macroeconomics and Monetary Economics. General ; C22 - Time-Series Models ; E37 - Forecasting and Simulation |
Source: |
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