Arbeitspapier
Alternative specifications of the German term structure and its information content regarding inflation
The purpose of the present paper is twofold. First, it describes zero-coupon yield curve estimates for Germany from September 1972 to February 1996 using a variety of curve-fitting procedures. Second, these estimates are tested for their information content regarding future inflation.
- ISBN
-
3932002121
- Sprache
-
Englisch
- Erschienen in
-
Series: Discussion Paper ; No. 1996,08e
- Klassifikation
-
Wirtschaft
- Thema
-
Zinsstruktur
Schätzung
Inflation
Informationswert
Prognoseverfahren
Deutschland
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Schich, Sebastian T.
- Ereignis
-
Veröffentlichung
- (wer)
-
Deutsche Bundesbank
- (wo)
-
Frankfurt a. M.
- (wann)
-
1996
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:41 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Schich, Sebastian T.
- Deutsche Bundesbank
Entstanden
- 1996
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