Does the yield spread retain its forecasting ability during the 2007 recession? : a comparative analysis
Year of publication: |
2014
|
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Authors: | Evgenidis, Anastasios ; Siriopoulos, Costas |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 21.2014, 10/12, p. 817-822
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Subject: | yield spread | business cycles | probit models | Zinsstruktur | Yield curve | Konjunktur | Business cycle | Probit-Modell | Probit model | Frühindikator | Leading indicator | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Wirtschaftsprognose | Economic forecast |
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