FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2778036599> ?p ?o ?g. }

• W2778036599 endingPage "2351" @default.
• W2778036599 startingPage "2333" @default.
• W2778036599 abstract "We use wavelet analysis to study the relationship between the yield curve and macroeconomic indicators in Canada. We rely on the Nelson–Siegel approach to model the zero-coupon yield curve and use the Kalman filter to estimate its time-varying factors: the level, the slope and the curvature. Apart from establishing a bidirectional yield–macro relation, the paper broadens the existing literature by exploring the link between the monetary policy and the yield curve. We reached several conclusions. First, the monetary policy variable, the bank rate, affects mainly short-run interest rates. Arguably, the main driver for economic activity is the long-run interest rate (instead of the short run), suggesting that monetary policy is mostly ineffective. Second, we concluded that concerning the inflation rate, the Bank of Canada is very proactive. Third, regarding the unemployment rate, we found that both the slope and the curvature are leading indicators for the long-run evolution of unemployment. Finally, our results suggest that the industrial production index leads the yield curve factors and not the other way." @default.
• W2778036599 created "2018-01-05" @default.
• W2778036599 creator A5019667687 @default.
• W2778036599 creator A5043065361 @default.
• W2778036599 creator A5070196181 @default.
• W2778036599 date "2018-10-22" @default.
• W2778036599 modified "2023-09-23" @default.
• W2778036599 title "A time–frequency analysis of the Canadian macroeconomy and the yield curve" @default.
• W2778036599 cites W148224904 @default.
• W2778036599 cites W1483957424 @default.
• W2778036599 cites W1897507705 @default.
• W2778036599 cites W1949032884 @default.
• W2778036599 cites W1970221536 @default.
• W2778036599 cites W1972019175 @default.
• W2778036599 cites W1974580394 @default.
• W2778036599 cites W1989491465 @default.
• W2778036599 cites W2034139177 @default.
• W2778036599 cites W2062973073 @default.
• W2778036599 cites W2067351362 @default.
• W2778036599 cites W2077252204 @default.
• W2778036599 cites W2081365493 @default.
• W2778036599 cites W2106538723 @default.
• W2778036599 cites W2112884059 @default.
• W2778036599 cites W2136241359 @default.
• W2778036599 cites W2137363566 @default.
• W2778036599 cites W2139199723 @default.
• W2778036599 cites W2140898820 @default.
• W2778036599 cites W2141644573 @default.
• W2778036599 cites W2145208974 @default.
• W2778036599 cites W2146143892 @default.
• W2778036599 cites W2150011306 @default.
• W2778036599 cites W2153220670 @default.
• W2778036599 cites W2170923575 @default.
• W2778036599 cites W3121269181 @default.
• W2778036599 cites W3122257378 @default.
• W2778036599 cites W3123611975 @default.
• W2778036599 cites W3124477952 @default.
• W2778036599 cites W3124548736 @default.
• W2778036599 cites W3125940441 @default.
• W2778036599 cites W3158472414 @default.
• W2778036599 doi "https://doi.org/10.1007/s00181-018-1580-y" @default.
• W2778036599 hasPublicationYear "2018" @default.
• W2778036599 type Work @default.
• W2778036599 sameAs 2778036599 @default.
• W2778036599 citedByCount "3" @default.
• W2778036599 countsByYear W27780365992021 @default.
• W2778036599 countsByYear W27780365992022 @default.
• W2778036599 crossrefType "journal-article" @default.
• W2778036599 hasAuthorship W2778036599A5019667687 @default.
• W2778036599 hasAuthorship W2778036599A5043065361 @default.
• W2778036599 hasAuthorship W2778036599A5070196181 @default.
• W2778036599 hasBestOaLocation W27780365992 @default.
• W2778036599 hasConcept C105795698 @default.
• W2778036599 hasConcept C121332964 @default.
• W2778036599 hasConcept C126285488 @default.
• W2778036599 hasConcept C134121241 @default.
• W2778036599 hasConcept C139719470 @default.
• W2778036599 hasConcept C149782125 @default.
• W2778036599 hasConcept C157286648 @default.
• W2778036599 hasConcept C162324750 @default.
• W2778036599 hasConcept C175025494 @default.
• W2778036599 hasConcept C176230804 @default.
• W2778036599 hasConcept C191897082 @default.
• W2778036599 hasConcept C192562407 @default.
• W2778036599 hasConcept C195065555 @default.
• W2778036599 hasConcept C200941418 @default.
• W2778036599 hasConcept C2524010 @default.
• W2778036599 hasConcept C2778126366 @default.
• W2778036599 hasConcept C33332235 @default.
• W2778036599 hasConcept C33923547 @default.
• W2778036599 hasConcept C54775282 @default.
• W2778036599 hasConcept C556758197 @default.
• W2778036599 hasConceptScore W2778036599C105795698 @default.
• W2778036599 hasConceptScore W2778036599C121332964 @default.
• W2778036599 hasConceptScore W2778036599C126285488 @default.
• W2778036599 hasConceptScore W2778036599C134121241 @default.
• W2778036599 hasConceptScore W2778036599C139719470 @default.
• W2778036599 hasConceptScore W2778036599C149782125 @default.
• W2778036599 hasConceptScore W2778036599C157286648 @default.
• W2778036599 hasConceptScore W2778036599C162324750 @default.
• W2778036599 hasConceptScore W2778036599C175025494 @default.
• W2778036599 hasConceptScore W2778036599C176230804 @default.
• W2778036599 hasConceptScore W2778036599C191897082 @default.
• W2778036599 hasConceptScore W2778036599C192562407 @default.
• W2778036599 hasConceptScore W2778036599C195065555 @default.
• W2778036599 hasConceptScore W2778036599C200941418 @default.
• W2778036599 hasConceptScore W2778036599C2524010 @default.
• W2778036599 hasConceptScore W2778036599C2778126366 @default.
• W2778036599 hasConceptScore W2778036599C33332235 @default.
• W2778036599 hasConceptScore W2778036599C33923547 @default.
• W2778036599 hasConceptScore W2778036599C54775282 @default.
• W2778036599 hasConceptScore W2778036599C556758197 @default.
• W2778036599 hasFunder F4320334779 @default.
• W2778036599 hasIssue "5" @default.
• W2778036599 hasLocation W27780365991 @default.
• W2778036599 hasLocation W27780365992 @default.
• W2778036599 hasLocation W27780365993 @default.
• W2778036599 hasOpenAccess W2778036599 @default.

• next