Forecasting Inflation from the Term Structure of Interest Rates

Ramya Hewarathna and Param Silvapulle
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Ramya Hewarathna: School of Economics, La Trobe University
Param Silvapulle: School of Economics, La Trobe University

No 1998.08, Working Papers from School of Economics, La Trobe University

Abstract: There as been on-going debate and empirical investigation in the literature as to whether or not the term structure contains information about future inflation. In this paper, the authors present new evidence about the information in the term structure of interest rates about future inflation in the Australian context.

Keywords: Time Series; Forecasts; Economic Models; Interest Rate (search for similar items in EconPapers)
Pages: 21 pages
Date: 1998
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Persistent link: https://EconPapers.repec.org/RePEc:trb:wpaper:1998.08

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