This work provides an empirical examination of the relationship between macroeconomics and finance. In particular, we exploit non linear econometric methods to analyse the information content of the term structure of interest rates. We find that both monetary and financial variables are useful to predict the future evolution of economic activity.
| Identifer | oai:union.ndltd.org:bl.uk/oai:ethos.bl.uk:512130 |
| Date | January 2010 |
| Creators | Modena, Matteo |
| Publisher | University of Glasgow |
| Source Sets | Ethos UK |
| Detected Language | English |
| Type | Electronic Thesis or Dissertation |
| Source | http://theses.gla.ac.uk/1689/ |
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