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Predicting Turning Points in the Interest Rate Cycle (Rle: Business Cycles) by James W. Coons

Predicting Turning Points in the Interest Rate Cycle (Rle: Business Cycles)

by James W. Coons
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Book cover type: Paperback
  • ISBN13: 9781138888227
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Taylor & Francis
  • Publisher Imprint: Routledge
  • Publication Date:
  • Pages: 154
  • Original Price: GBP 48.99
  • Language: English
  • Edition: N/A
  • Item Weight: 226 grams
  • BISAC Subject(s): Economics / Theory, Economic Conditions, and International / General

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.

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