Predicting Turning Points in the Interest Rate Cycle

Coons, James W

ISBN 10: 0815317778 / ISBN 13: 9780815317777

Published by Garland Publishing, New York, 1994

About this Item

Library stamps/marks/labels/slip, a few margin marks, otherwise light wear. Solid hardcover.; "This book examines the ability of a technique from the field of sequential analysis to anticipate turning points in the interest rate cycle. The approach, herein referred to as the sequential filter, has been used to generate signals of impending turns in the business cycle with some success. The specific hypothesis is that sequential filter can provide valuable signals of cyclical peaks and troughs in interest rates." ; Financial Sector Of The American Economy; Ex-Library; 133 pages.

Seller Inventory # 14436

Bibliographic Details

• Title: Predicting Turning Points in the Interest Rate Cycle
• Publisher: Garland Publishing, New York
• Publication Date: 1994
• Language: English
• ISBN 10: 0815317778
• ISBN 13: 9780815317777
• Binding: Hardcover
• Condition: Very Good-
• Dust Jacket Condition: No Dust Jacket
• Weight: 1 pound

About this title

Synopsis

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.