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Book Cover
Author Davis, E. P. (Economist), author

Title The use of financial spreads as indicator variables : evidence for the U.K. and Germany / prepared by E.P. Davis and S.G.B. Henry
Published [Washington, D.C.] : International Monetary Fund, [1994]
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Description 1 online resource (iii, 20 [that is 22] pages) : illustrations
Series IMF working paper ; 94/31
IMF working paper ; WP/94/31
Summary Annotation There has been growing interest in the use of financial spreads as advance indicators of real activity and inflation. Empirical evidence is marshalled on a range of spreads when these are used in vector autoregressive models of the UK and German economies. It is found that they do have significant information, even after allowing for the effects of other influences upon macro-economic activity
Bibliography Includes bibliographical references
Notes Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. MiAaHDL
digitized 2010 HathiTrust Digital Library committed to preserve pda MiAaHDL
Print version record
Subject Business cycles -- Germany.
Business cycles -- Great Britain.
Finance -- Germany.
Finance -- Great Britain.
Form Electronic book
Author Henry, S. G. B., author
International Monetary Fund. European I Department, issuing body
ISBN 1455238244