Predicting Turning Points in the Interest Rate Cycle

RLE: Business Cycles

James W. Coons

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Hardback

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English

Routledge
23 March 2015

Economic theory & philosophy; Economic forecasting

Series: Routledge Library Editions: Business Cycles

Originally published in 1994 and the recipient of the Stonier Library Award, this volume evaluates an alternative approach – the sequential filter- to managing the uncertainty inherent in the future course of the interest rate cycle. The specific hypothesis is that the sequential filter can produce valuable signals of cyclical peaks and troughs in interest rates. The analysis focusses on US interest rates from April 1953 to December 1988.

By: James W. Coons
Imprint: Routledge
Country of Publication: United Kingdom
Dimensions: Height: 234mm, Width: 156mm, Spine: 15mm
Weight: 362g
ISBN: 9781138887985
ISBN 10: 1138887986
Series: Routledge Library Editions: Business Cycles
Pages: 150
Publication Date: 23 March 2015
Audience: General/trade , College/higher education , Professional and scholarly , ELT Advanced , Primary
Format: Hardback
Publisher's Status: Active

1. One-Year Treasury Note Yield: January to December 1989. 2. Selected Interest Rates: 1980-1989 3. The Composite Interest Rate Cycle Index: (CIRCI): 1953-1989 4. Interest Rates and the Business Cycle: 1946-1989 5. Cyclical Peaks and Troughs in the Composite Interest Rate Cycle Index (CIRCI): 1953-1989 6. Comparison of the Timing of Turning Points in the CIRCI and its Components: 1953-1988 7. The Credit Market 8. The Leading Inflation Index and the CIRCI: 1953 to 1989 9. The Case of the Missing Signal: January to December 1981 10. Conditional Probability Distributions Observed and Smoothed: August 1953 to December 1988 11a. Sequential Filter Turning Point Probabilities: August 1953-January 1972 11b. Sequential Filter Turning Point Probabilities: August 1971-August 1990 12. Sequential Filter Turning Point Probabilities Looking For a Trough: March 1989 to October 1993.

James W. Coons