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Book Cover
Author Kanagasabapathy, K.

Title Yield spread as a leading indicator of real economic activity : an empirical exercise on the Indian economy / K. Kanagasabapathy and Rajan Goyal
Published [Washington, D.C.] : International Monetary Fund, [2002]
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Description 1 online resource (19 pages) : illustrations
Series IMF working paper ; WP/02/91
IMF working paper ; WP/02/91
Summary There is growing evidence that the yield spread could serve as a leading indicator of real economic activity. This paper is an attempt to test this hypothesis for the Indian economy by relating movements in the yield spread in the government securities market to movements in the index of industrial production. The results show that yield spread could, inter alia, be considered as a leading indicator of industrial activity in India
Bibliography Includes bibliographical references (pages 18-19)
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 Economic indicators -- India -- Econometric models.
Government securities -- India -- Econometric models.
Industrial productivity -- India -- Econometric models.
Rate of return -- India -- Econometric models.
Form Electronic book
Author Goyal, Rajan.
International Monetary Fund. Office of the Executive Director.
ISBN 1281602396