English, Article, Journal or magazine article edition: The Yield Curve and its Relation with Economic Activity: The Mexican Case. Mario Reyna Cerecero; Diana Salazar Cavazos; Héctor Salgado Banda

User activity

Share to:
 
Bookmark: http://trove.nla.gov.au/version/47725
Physical Description
  • preprint
Language
  • English

Edition details

Title
  • The Yield Curve and its Relation with Economic Activity: The Mexican Case.
Author
  • Mario Reyna Cerecero
  • Diana Salazar Cavazos
  • Héctor Salgado Banda
Physical Description
  • preprint
Notes
  • There are a significant number of papers that show that the slope of the yield curve has a certain ability to forecast real economic activity and inflation. However, in emerging economies this source of information has not been thoroughly used; Mexico is not an exception. The economic stability achieved in this country in recent years has allowed the government to issue, since 2001,long-term bonds. With more stable economic cycles, the information included in the long part of the yield curve could be a useful tool to estimate future economic activity. This document analyses the predictive power of the spread. Moreover, the spread is divided into two main components to analyse the origin of its predictive power. Next, the power of the spread to forecast economic cycles is tested. Last, out-of-sample tests of the spread are carried out. The findings show that the yield curve provides significant information about future economic activity.
  • Budgetary Institutions, Fiscal Outcomes, Transparency.
  • RePEc:bdm:wpaper:2008-15
Language
  • English
Contributed by
OAIster

Get this edition

Other links

  • Set up My libraries

    How do I set up "My libraries"?

    In order to set up a list of libraries that you have access to, you must first login or sign up. Then set up a personal list of libraries from your profile page by clicking on your user name at the top right of any screen.

  • All (1)
  • Unknown (1)
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.

User activity


e.g. test cricket, Perth (WA), "Parkes, Henry"

Separate different tags with a comma. To include a comma in your tag, surround the tag with double quotes.

Be the first to add a tag for this edition

Be the first to add this to a list

Comments and reviews

What are comments? Add a comment

No user comments or reviews for this version

Add a comment