Forecasting Recessions Using the Yield Curve
Author:
Publisher
Elsevier BV
Reference21 articles.
1. Predicting A Recession: Evidence From The Yield Curve In The Presence Of Structural Breaks
2. Recent Changes in the US Business Cycle
3. Markov Chain Monte Carlo Methods: Computation and Inference;S Chib;Handbook of Econometrics,2001
4. Strengthening the Case for the Yield Curve as a Predictor of;M J Dueker;Federal Reserve Bank of St. Louis Review,1997
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2. Recession Prediction Markets and Macroeconomic Risk in Asset Prices;SSRN Electronic Journal;2020
3. GDP trend deviations and the yield spread: the case of eight E.U. countries;Journal of Economics and Finance;2011-04-06
4. Predicting European Union Recessions in the Euro Era: The Yield Curve as a Forecasting Tool of Economic Activity;International Advances in Economic Research;2009-11-12
5. Does the Yield Spread Predict Recessions in the Euro Area?*;International Finance;2005-08
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