Predicting a recession: evidence from the yield curve in the presence of structural breaks
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference10 articles.
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2. Chauvet, M., Potter, S., 2001. Forecasting recessions using the yield curve. Working Paper, University of California, Riverside.
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4. Predicting U.S. recessions: financial variables as leading indicators;Estrella;The Review of Economics and Statistics,1998
5. Estrella, A., Rodrigues, A.P., Schich, S., 2000. How stable is the predictive power of the yield curve? Mimeo, Federal Reserve Bank of New York.
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