Does the yield spread retain its forecasting ability during the 2007 recession? : a comparative analysis
Anastasios Evgenidis and Costas Siriopoulos
| 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 | Frühindikator | Leading indicator | Probit-Modell | Probit model | Schätzung | Estimation | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Vergleich | Comparison |