Inflation changes, yield spreads, and threshold effects
By: by Greg Tkacz.
Contributors: Bank of Canada.
Series: Bank of Canada working paper -- 2002-40; Working paper (Bank of Canada) -- 2002-40.
Publisher: Bank of Canada
Published: 2002
Place of publication: Ottawa
Language: eng
Number of pages: 20
Subjects: Inflation (Finance) -- United States -- Econometric models.; Inflation (Finance) -- Canada -- Econometric models.; Interest rates -- Effect of inflation on -- United States -- Econometric models.; Interest rates -- Effect of inflation on -- Canada -- Econometric models.; Monetary policy -- United States -- Econometric models.; Monetary policy -- Canada -- Econometric models.
Notes: Distributed by the Government of Canada Depository Services Program.

Includes abstract in French.