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The Yield Spread and Inflation as Economic Forecasting Variables in the UK

Halén Dahlström, Jacob LU (2015) NEKH01 20151
Department 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
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author
Halén Dahlström, Jacob LU
supervisor
organization
course
NEKH01 20151
year
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},
  keyword      = {Term Structure,Yield Spread,Forecasting,GDP,United Kingdom},
  language     = {eng},
  note         = {Student Paper},
  title        = {The Yield Spread and Inflation as Economic Forecasting Variables in the UK},
  year         = {2015},
}