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Bank of Canada RSS Feedsen2024-03-29T12:18:06+00:00The Structure of Interest Rates in Canada: Information Content about Medium-Term Inflation
https://www.bankofcanada.ca/1997/05/working-paper-1997-10/
This paper examines the relationship between the term structure of interest rates and future changes in inflation for Canada using a newly constructed par-value yield series. The main conclusion of the empirical work is that the slope of the nominal term structure from 1- to 5-year maturities is a reasonably good predictor of future changes in inflation over these horizons.1997-05-01T16:13:24+00:00enThe Structure of Interest Rates in Canada: Information Content about Medium-Term Inflation1997-05-01Interest ratesMonetary and financial indicatorsWorking Paper 1997-10 https://www.bankofcanada.ca/wp-content/uploads/2010/05/wp97-10.pdfThe Structure of Interest Rates in Canada: Information Content about Medium-Term InflationJim DayRon LangeMay 1997EE4E43