The Near-Term Forward Yield Spread as a Leading Indicator: A Less Distorted Mirror-Reference-Cited by-同舟云学术

The Near-Term Forward Yield Spread as a Leading Indicator: A Less Distorted Mirror

Published:2019-07-12 Issue:4 Volume:75 Page:37-49
ISSN:0015-198X
Container-title:Financial Analysts Journal
language:en
Short-container-title:Financial Analysts Journal

Author:

Engstrom Eric C.¹^ORCID,Sharpe Steven A.²

Affiliation:

1. Eric C. Engstrom is Deputy Associate Director, Division of Monetary Affairs, and Adviser, Division of Research and Statistics, at the Board of Governors of the Federal Reserve System, Washington, DC.

2. Steven A. Sharpe is Deputy Associate Director, Division of Research and Statistics, at the Board of Governors of the Federal Reserve System, Washington, DC.

Publisher

Informa UK Limited

Subject

Economics and Econometrics,Finance,Accounting

Link

https://www.tandfonline.com/doi/pdf/10.1080/0015198X.2019.1625617

Reference8 articles.

1. Bauer, Michael, and Thomas M. Mertens. 2018. “Economic Forecasts with the Yield Curve.” FRBSF Economic Letter 2018-07, Federal Reserve Bank of San Francisco5 (March) .

2. Benzoni, L., O. Chyruk, and D. Kelley. 2018. “Why Does the Yield-Curve Slope Predict Recessions?” Federal Reserve Bank of Chicago Working Paper 2018-15 https://doi.org/10.21033/wp-2018-15.

3. A Comparison of the Real-Time Performance of Business Cycle Dating Methods

4. Predicting U.S. Recessions: Financial Variables as Leading Indicators

5. The U.S. Treasury yield curve: 1961 to the present

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