Predicting turning points in the interest rate cycle / / James W. Coons
| Predicting turning points in the interest rate cycle / / James W. Coons |
| Autore | Coons James W. <1957-, > |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | London ; ; New York : , : Routledge, , 2015 |
| Descrizione fisica | 1 online resource (154 p.) |
| Disciplina |
332.82
332.6323 |
| Altri autori (Persone) |
GewekeJohn
MillerPreston J |
| Collana | Routledge Library Editions: Business Cycles |
| Soggetto topico |
Interest rates
Business cycles |
| ISBN |
1-138-88822-2
1-315-71365-9 1-317-49865-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Cover; Half Title; Title Page; Copyright Page; Original Title Page; Original Copyright Page; Dedication; Table of Contents; Preface; List of Illustrations; List of Tables; List of Abbreviations; I. Introduction; Purpose and Scope; Research Methods; Delimitations; Limitations; Structure of the Book; II. The Folly of Forecasting; The Record of the Experts; Benchmark Measures; The Naive Approach; Expectations and the Term Structure; Expectations and the Futures Market; The Stumbling Block of Market Efficiency; The Forecaster's Paradox; The Fallacy of Omission
Toward a Redefinition of the ProblemIII. The Interest Rate Cycle; Elements of a Cycle; Other Major Moves; ""I Know One When I See One""; Shooting in the Dark; What is the Interest Rate Cycle?; The Composite Interest Rate Cycle Index; Construction of the Index; Standardization; Trend Elimination; Index Cumulation; Identification of Peaks and Troughs; In Search of a Method; The Guiding Light of Monetary Policy; Selection Rules and Results; Birds of a Feather; Summary; IV. Benchmark Turning Point Forecasts; The Naive Filter; Tuning in the Signal; Scoring the Benchmark Forecasts; A Broader Scope V. Selecting a Leading IndicatorFactors Affecting Interest Rates; The Wicksellian Theory of Loanable Funds; The Gibson Paradox and the Fisher Effect; The Inflation-Interest Rate Link; Measuring the Theory; The Fisher Equations; The Loanable Funds Model; Selectinga Leading Indicator; How to Pick a Winner; The Leading Inflation Index; VI. Sequential Filter Turning Point Forecasts; In Search of a Signal; Sequential Analysis to the Rescue; Applying Neftci's Algorithm; The Framework; The Model; Application to the Interest Rate Cycle; Conditional Probability Distributions; Pick Your Poison Empirical ResultsComparison with Benchmark Forecasts; Asleep at the Switch?; Twice as Nice; State of Rates Recognition; The Current State of Rates; Keeping in Touch; VII. Summary and Conclusions; The Model and the Test; Specific Findings; Conclusions; Suggestions for Further Research; Afterword; Bibliography; Index |
| Record Nr. | UNINA-9910702926503321 |
Coons James W. <1957-, >
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| London ; ; New York : , : Routledge, , 2015 | ||
| Lo trovi qui: Univ. Federico II | ||
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Sowing seeds of change [[electronic resource] ] : informing public policy in the Economic Research Service of USDA / / John F. Geweke ... [et al.] editors
| Sowing seeds of change [[electronic resource] ] : informing public policy in the Economic Research Service of USDA / / John F. Geweke ... [et al.] editors |
| Pubbl/distr/stampa | Washington, D.C., : National Academy Press, c1999 |
| Descrizione fisica | 1 online resource (177 p.) |
| Disciplina | 338.1/0973 |
| Altri autori (Persone) | GewekeJohn |
| Soggetto topico |
Agriculture - Economic aspects - United States
Agriculture and state - United States |
| Soggetto genere / forma | Electronic books. |
| ISBN | 0-309-51458-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Overview -- Informed public economic policy -- The lessons of history -- Current issues and problems -- Evaluation as a framework for management -- Administration of research, information, and policy analysis -- Organization and placement. |
| Record Nr. | UNINA-9910456345703321 |
| Washington, D.C., : National Academy Press, c1999 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Sowing seeds of change [[electronic resource] ] : informing public policy in the Economic Research Service of USDA / / John F. Geweke ... [et al.] editors
| Sowing seeds of change [[electronic resource] ] : informing public policy in the Economic Research Service of USDA / / John F. Geweke ... [et al.] editors |
| Pubbl/distr/stampa | Washington, D.C., : National Academy Press, c1999 |
| Descrizione fisica | 1 online resource (177 p.) |
| Disciplina | 338.1/0973 |
| Altri autori (Persone) | GewekeJohn |
| Soggetto topico |
Agriculture - Economic aspects - United States
Agriculture and state - United States |
| ISBN |
0-309-18424-X
0-309-51458-4 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Overview -- Informed public economic policy -- The lessons of history -- Current issues and problems -- Evaluation as a framework for management -- Administration of research, information, and policy analysis -- Organization and placement. |
| Record Nr. | UNINA-9910778612703321 |
| Washington, D.C., : National Academy Press, c1999 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Sowing seeds of change : informing public policy in the Economic Research Service of USDA / / John F. Geweke ... [et al.] editors
| Sowing seeds of change : informing public policy in the Economic Research Service of USDA / / John F. Geweke ... [et al.] editors |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Washington, D.C., : National Academy Press, c1999 |
| Descrizione fisica | 1 online resource (177 p.) |
| Disciplina | 338.1/0973 |
| Altri autori (Persone) | GewekeJohn |
| Soggetto topico |
Agriculture - Economic aspects - United States
Agriculture and state - United States |
| ISBN |
9780309184243
030918424X 9780309514583 0309514584 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Overview -- Informed public economic policy -- The lessons of history -- Current issues and problems -- Evaluation as a framework for management -- Administration of research, information, and policy analysis -- Organization and placement. |
| Record Nr. | UNINA-9910957321303321 |
| Washington, D.C., : National Academy Press, c1999 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||