Similar Search Results

Forecasting the yield curve with macroeconomic information : evidence from European markets

Maldonado, Isabel; Pinho, Carlos; Rodríguez de Prado, … - In: International journal of banking, accounting and … 12 (2021) 2, pp. 177-200

Persistent link: https://www.econbiz.de/10012505149

The return of financial variables in forecasting GDP growth in the G-7

Kuosmanen, Petri; Vataja, Juuso - In: Economic change and restructuring : empirical and … 50 (2017) 3, pp. 259-277

Persistent link: https://www.econbiz.de/10011778412

Has the Predictability of the Yield Spread Changed?

Kim, Dong Heon - 2018

into the expectation component and the term premium component, we investigate the change in the predictability of both …

Persistent link: https://www.econbiz.de/10012907264

A Dynamic Factor Model of the Yield Curve as a Predictor of the Economy

Chauvet, Marcelle - 2012

In this paper, we propose an econometric model of the joint dynamic relationship between the yield curve and the economy to predict business cycles. We examine the predictive value of the yield curve to forecast future economic growth as well as the beginning and end of economic recessions at...

Persistent link: https://www.econbiz.de/10013104542

Forecasting the yield curve with linear factor models

Matsumura, Marco Shinobu; Moreira, Ajax; Vicente, José … - In: International review of financial analysis 20 (2011) 5, pp. 237-243

Persistent link: https://www.econbiz.de/10009492131

Forecasting yield spreads under crisis-induced multiple breakpoints

Grazzini, Caterina Forti; Guidolin, Massimo - In: Applied economics letters 20 (2013) 16/18, pp. 1656-1664

Persistent link: https://www.econbiz.de/10010222827

Does the Yield Spread Retain its Forecasting Ability During the 2007 Recession? A Comparative Analysis

Evgenidis, Anastasios - 2015

analysis of the forecasting performance of various specifications by focusing on the last three major US economic slowdowns …

Persistent link: https://www.econbiz.de/10013018065

The yield spread's ability to forecast economic activity : what have we learned after 30years of studies?

Evgenidis, Anastasios; Papadamou, Stephanos; … - In: Journal of business research : JBR 106 (2020), pp. 221-232

Persistent link: https://www.econbiz.de/10012158357

Forecasting the yield curve with dynamic factors

Reschenhofer, Erhard; Stark, Thomas - In: Romanian journal of economic forecasting 22 (2019) 1, pp. 101-113

Persistent link: https://www.econbiz.de/10012022015

The predictive power of Nelson-Siegel factor loadings for the real economy

Han, Yang; Jiao, Anqi; Ma, Jun - In: Journal of empirical finance 64 (2021), pp. 95-127

Persistent link: https://www.econbiz.de/10013259403