Title: Predicting Turning Points in the Interest Rate Cycle (RLE: Business Cycles) (Routledge Library Editions: Business Cycles)
Publisher: Routledge
Publication Date: 2016
Language: English
ISBN 10: 1138888222
ISBN 13: 9781138888227
Binding: Soft cover
Condition: New

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.

About the Author

James W. Coons

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