Predicting Turning Points in the Interest Rate Cycle (RLE: Business Cycles)
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A01=James W. Coons
Asset Liability Manager
Author_James W. Coons
Business Cycle Turning Point
Category=KCA
Category=KCJ
Conditional Probability Distributions
credit market cycles
discount
economic forecasting
Efficient Markets Hypothesis
Entire Sample Period
eq_bestseller
eq_business-finance-law
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
eq_non-fiction
Federal Reserve
filter
Forecaster's Paradox
Forecaster’s Paradox
forecasts
forward
Forward Rates
Future Spot Rates
inflation
inflation indicators
Interest Rate Cycle
interest rate cycle prediction model
Interest Rate Forecasts
International Business Cycle Research
Loanable Funds Theory
Managing Interest Rate Risk
monetary policy analysis
NBER Business Cycle
Nominal Interest Rates
note
Optimal Stopping Time
Private Sector Forecasts
probability distributions finance
rates
Real Time Forecasting Exercises
sequential
Sequential Filter
sequential filter method
signals
Specific Statistical Meaning
Target Time Series
treasury
Treasury Bill
Treasury Bill Yield
Turning Point Forecasts
Product details
- ISBN 9781138888227
- Weight: 226g
- Dimensions: 156 x 234mm
- Publication Date: 30 Oct 2016
- Publisher: Taylor & Francis Ltd
- Publication City/Country: GB
- Product Form: Paperback
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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.
