The predictive power of the yield spread for future economic expansions: Evidence from a new approach-Reference-Cited by-同舟云学术

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The predictive power of the yield spread for future economic expansions: Evidence from a new approach

Published:2018-11 Issue: Volume:75 Page:181-195
ISSN:0264-9993
Container-title:Economic Modelling
language:en
Short-container-title:Economic Modelling

Author:

Gebka Bartosz^ORCID,Wohar Mark E.^ORCID

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference60 articles.

1. Monetary Cycles, Financial Cycles, and the Business Cycle;Adrian,2010

2. Financial intermediaries and monetary economics;Adrian,2009

3. Level, slope, curvature of the sovereign yield curve, and fiscal behaviour;Afonso;J. Bank. Finance,2012

4. What does the yield curve tell us about GDP growth?;Ang;J. Econom.,2006

5. Spreads versus professional forecasters as predictors of future output change;Aretz;J. Forecast.,2010

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3. What the current yield curve says, and what the future prices of energy do;Resources Policy;2022-03

4. The Yield Curve as a Recession Leading Indicator. An Application for Gradient Boosting and Random Forest;International Journal of Interactive Multimedia and Artificial Intelligence;2022

5. Yield spread determinants of sukuk and conventional bonds;Economic Modelling;2021-12

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