The Yield Spread and Inflation as Economic Forecasting Variables in the UK
(2015) NEKH01 20151Department of Economics
- Abstract
- The thesis investigates the possibility of predicting future economic activity using the yield spread of a UK Treasury bond and bill, and a inflation variable. To investigate this matter, this paper uses the theoretical framework of the relationship between the term structure and economic growth. It is found that the chosen yield spread on its on holds some significance in forecasting future quarters of economic movement, whereas the inflation variable holds less significance
Please use this url to cite or link to this publication:
http://lup.lub.lu.se/student-papers/record/7373460
- author
- Halén Dahlström, Jacob LU
- supervisor
- organization
- course
- NEKH01 20151
- year
- 2015
- type
- M2 - Bachelor Degree
- subject
- keywords
- Term Structure, Yield Spread, Forecasting, GDP, United Kingdom
- language
- English
- id
- 7373460
- date added to LUP
- 2015-06-30 15:29:21
- date last changed
- 2015-06-30 15:29:21
@misc{7373460, abstract = {{The thesis investigates the possibility of predicting future economic activity using the yield spread of a UK Treasury bond and bill, and a inflation variable. To investigate this matter, this paper uses the theoretical framework of the relationship between the term structure and economic growth. It is found that the chosen yield spread on its on holds some significance in forecasting future quarters of economic movement, whereas the inflation variable holds less significance}}, author = {{Halén Dahlström, Jacob}}, language = {{eng}}, note = {{Student Paper}}, title = {{The Yield Spread and Inflation as Economic Forecasting Variables in the UK}}, year = {{2015}}, }