Asymmetry in the link between the Yield spread and industrial production : threshold effects and forecasting
Ivan Paya, Ioannis A. Venetis and David A. Peel
| Year of publication: |
2004
|
|---|---|
| Authors: | Payá, Ivan ; Venetis, Ioannis A. ; Peel, David |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 23.2004, 5, p. 373-384
|
| Subject: | Zinsstruktur | Yield curve | Kapitaleinkommen | Capital income | Industrieproduktion | Industrial production | Prognoseverfahren | Forecasting model |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002194877