Browne, Frank.

The information content of the term structure of interest rates : theory and practice / by Frank Browne and Paolo Manasse. - Paris, France : OECD, Dept. of Economics and Statistics, 1989 - 34 p. : ill. ; 30 cm. - Working papers / OECD, Department of Economics and Statistics ; no. 69 .

Refrences: p. 32-34


Interest rates--Mathematical models.
Inflation (Finance)--Forecasting--Mathematical models.