Predicting Turning Points in the Interest Rate Cycle, Hardback Book

Predicting Turning Points in the Interest Rate Cycle Hardback

Part of the Routledge Library Editions: Business Cycles series


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.


  • Format: Hardback
  • Pages: 150 pages
  • Publisher: Taylor & Francis Ltd
  • Publication Date:
  • Category: Finance
  • ISBN: 9781138887985

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