Abstract
dc:description.abstractThis 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.
Degree
thesis:*- Level dc:type.qualificationlevel
- PhD
- Grantor dc:publisher.institution
- University of Glasgow
- Year dc:date.issued
- 2010
Author and committee
dc:creator, dc:contributor.*- Author dc:creator
-
- Modena, Matteo
Subjects
dc:subject × 3Rights
- Language dc:language
- en