OECD Economics Department Working Papers

What the Yield Curves say About Inflation: Does it Change Over Time?

DOI:https://doi.org/10.1787/143175727151

The paper investigates the information content of yield curves regarding future inflation, using the example of the G-7 countries. The empirical results show substantial variation of results across countries, and a significant information content is identified for the United States, the United...



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