Similarity-Based Recession Prediction in Different Interest Rate Environments

Author:

Kuntze Visa,Nyberg Henri,Rauhala Samuel

Publisher

Elsevier BV

Subject

General Earth and Planetary Sciences,General Environmental Science

Reference29 articles.

1. What does the yield curve tell us about GDP growth?;A Ang;Journal of Econometrics,2006

2. Economic forecasts with the yield curve;M Bauer;FRBSF Economic Letter,2018

3. A note on the validity of crossvalidation for evaluating autoregressive time series prediction;T Berge;American Economic Journal: Macroeconomics,2011

4. Forecasting with the yield curve; level, slope, and output 1875-1997;M Bordo;Economics Letters,2008

5. Low interest rates and the predictive content of the yield curve;M Bordo;Journal of Forecasting,2005

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