Matches in SemOpenAlex for { <https://semopenalex.org/work/W3125315788> ?p ?o ?g. }
Showing items 1 to 82 of
82
with 100 items per page.
- W3125315788 abstract "This paper investigates the extent to which the slope of the yield curve in emerging economies predicts domestic inflation and growth. It also examines international financial linkages and how the US and the euro area yield curves help to predict. It finds that the domestic yield curve in emerging economies has in-sample information content even after controlling for inflation and growth persistence, at both short and long forecast horizons, and that it often improves out-of-sample forecasting performance. Differences across countries are seemingly linked to market liquidity. The paper further finds that the US and the euro area yield curves also have in- and out-of-sample information content for future inflation and growth in emerging economies. In particular, for emerging economies that have an exchange rate peg to the US dollar, the US yield curve is often found to be a better predictor than these economies’ own domestic curve and to causally explain their movements. This suggests that monetary policy changes and short-term interest rate pass-through are key drivers of international financial linkages through movements from the low end of the yield curve. JEL Classification: E44, F3, C5" @default.
- W3125315788 created "2021-02-01" @default.
- W3125315788 creator A5045675146 @default.
- W3125315788 date "2006-12-20" @default.
- W3125315788 modified "2023-09-27" @default.
- W3125315788 title "The yield curve as a predictor and emerging economies" @default.
- W3125315788 hasPublicationYear "2006" @default.
- W3125315788 type Work @default.
- W3125315788 sameAs 3125315788 @default.
- W3125315788 citedByCount "4" @default.
- W3125315788 countsByYear W31253157882015 @default.
- W3125315788 crossrefType "posted-content" @default.
- W3125315788 hasAuthorship W3125315788A5045675146 @default.
- W3125315788 hasConcept C10138342 @default.
- W3125315788 hasConcept C109168655 @default.
- W3125315788 hasConcept C121087249 @default.
- W3125315788 hasConcept C121332964 @default.
- W3125315788 hasConcept C126285488 @default.
- W3125315788 hasConcept C134121241 @default.
- W3125315788 hasConcept C139719470 @default.
- W3125315788 hasConcept C162324750 @default.
- W3125315788 hasConcept C175025494 @default.
- W3125315788 hasConcept C176230804 @default.
- W3125315788 hasConcept C183582576 @default.
- W3125315788 hasConcept C185592680 @default.
- W3125315788 hasConcept C191897082 @default.
- W3125315788 hasConcept C192562407 @default.
- W3125315788 hasConcept C198531522 @default.
- W3125315788 hasConcept C200941418 @default.
- W3125315788 hasConcept C2776988154 @default.
- W3125315788 hasConcept C2778774626 @default.
- W3125315788 hasConcept C33332235 @default.
- W3125315788 hasConcept C43617362 @default.
- W3125315788 hasConcept C556758197 @default.
- W3125315788 hasConceptScore W3125315788C10138342 @default.
- W3125315788 hasConceptScore W3125315788C109168655 @default.
- W3125315788 hasConceptScore W3125315788C121087249 @default.
- W3125315788 hasConceptScore W3125315788C121332964 @default.
- W3125315788 hasConceptScore W3125315788C126285488 @default.
- W3125315788 hasConceptScore W3125315788C134121241 @default.
- W3125315788 hasConceptScore W3125315788C139719470 @default.
- W3125315788 hasConceptScore W3125315788C162324750 @default.
- W3125315788 hasConceptScore W3125315788C175025494 @default.
- W3125315788 hasConceptScore W3125315788C176230804 @default.
- W3125315788 hasConceptScore W3125315788C183582576 @default.
- W3125315788 hasConceptScore W3125315788C185592680 @default.
- W3125315788 hasConceptScore W3125315788C191897082 @default.
- W3125315788 hasConceptScore W3125315788C192562407 @default.
- W3125315788 hasConceptScore W3125315788C198531522 @default.
- W3125315788 hasConceptScore W3125315788C200941418 @default.
- W3125315788 hasConceptScore W3125315788C2776988154 @default.
- W3125315788 hasConceptScore W3125315788C2778774626 @default.
- W3125315788 hasConceptScore W3125315788C33332235 @default.
- W3125315788 hasConceptScore W3125315788C43617362 @default.
- W3125315788 hasConceptScore W3125315788C556758197 @default.
- W3125315788 hasLocation W31253157881 @default.
- W3125315788 hasOpenAccess W3125315788 @default.
- W3125315788 hasPrimaryLocation W31253157881 @default.
- W3125315788 hasRelatedWork W1479825160 @default.
- W3125315788 hasRelatedWork W1914775760 @default.
- W3125315788 hasRelatedWork W2039941204 @default.
- W3125315788 hasRelatedWork W2090899079 @default.
- W3125315788 hasRelatedWork W2111619147 @default.
- W3125315788 hasRelatedWork W2118504544 @default.
- W3125315788 hasRelatedWork W2254431919 @default.
- W3125315788 hasRelatedWork W2272121919 @default.
- W3125315788 hasRelatedWork W2555433364 @default.
- W3125315788 hasRelatedWork W2746741805 @default.
- W3125315788 hasRelatedWork W2802972656 @default.
- W3125315788 hasRelatedWork W2803500343 @default.
- W3125315788 hasRelatedWork W2889695241 @default.
- W3125315788 hasRelatedWork W3003404203 @default.
- W3125315788 hasRelatedWork W3043904983 @default.
- W3125315788 hasRelatedWork W3121754013 @default.
- W3125315788 hasRelatedWork W3124223388 @default.
- W3125315788 hasRelatedWork W3125106207 @default.
- W3125315788 hasRelatedWork W3148935136 @default.
- W3125315788 hasRelatedWork W3187800371 @default.
- W3125315788 isParatext "false" @default.
- W3125315788 isRetracted "false" @default.
- W3125315788 magId "3125315788" @default.
- W3125315788 workType "article" @default.