Investigating time-variation in the marginal predictive power of the yield spread
Year of publication: |
2008
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Authors: | Benati, Luca ; Goodhart, Charles |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 32.2008, 4, p. 1236-1272
|
Subject: | Zinsstruktur | Yield curve | Wirtschaftswachstum | Economic growth | Prognoseverfahren | Forecasting model | Großbritannien | United Kingdom | EU-Staaten | EU countries | Australien | Australia | Kanada | Canada | USA | United States |
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