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.



Series: Routledge Library Editions: Business Cycles
Hardcover: 152 pages
Publisher: Routledge (March 17, 2015)
Language: English
ISBN-10: 1138887986
ISBN-13: 978-1138887985
    Product Dimensions:         17.4 x 0.6 x 9.5 inches   
Shipping Weight: 13.6 ounces
http://www.amazon.com/Routledge-Library-Editions-Business-Predicting/dp/1138887986/ref=sr_1_2_twi_1_har?ie=UTF8&qid=1428414652&sr=8-2&keywords=Predicting+Turning+Points+in+the+Interest+Rate+Cycle