Predicting Turning Points in the Interest Rate Cycle

Coons James W.

ISBN 10: 1138887986 / ISBN 13: 9781138887985

Published by Taylor & Francis Group, 2015

About this Item

pp. 136.

Seller Inventory # 322591115

Bibliographic Details

• Title: Predicting Turning Points in the Interest Rate Cycle
• Publisher: Taylor & Francis Group
• Publication Date: 2015
• Language: English
• ISBN 10: 1138887986
• ISBN 13: 9781138887985
• Binding: Hardcover
• 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