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Predicting Turning Points in the Interest Rate Cycle (RLE: Business Cycles)

Name: Predicting Turning Points in the Interest Rate Cycle (RLE: Business Cycles)
Brand: Taylor & Francis Ltd
SKU: 15239478
Price: 63.49 EUR
Availability: InStock
Author: James W. Coons
ISBN: 9781138888227

James W. Coons

Language

English

Book Paperback

Libristo code: 15239478

Publishers Taylor & Francis Ltd, October 2016

Originally published in 1994 and the recipient of the Stonier Library Award, this volume evaluates a... Full description

Libristo code: 15239478

155 b

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Originally published in 1994 and the recipient of the Stonier Library Award, this volume evaluates an alternative approach – the sequential filter- to managing the uncertainty inherent in the future course of the interest rate cycle. The specific hypothesis is that the sequential filter can produce valuable signals of cyclical peaks and troughs in interest rates. The analysis focusses on US interest rates from April 1953 to December 1988.