Predicting Turning Points in the Interest Rate Cycle (RLE: Business Cycles) (Routledge Library Editions: Business Cycles)

Coons, James W.

ISBN 10: 1138888222 / ISBN 13: 9781138888227

Published by Routledge, 2016

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Bibliographic Details

• 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