The Predictive Power of the Yield Curve Across Countries and Time-Reference-Cited by-同舟云学术

The Predictive Power of the Yield Curve Across Countries and Time

Published:2015-06 Issue:2 Volume:18 Page:129-156
ISSN:1367-0271
Container-title:International Finance
language:en
Short-container-title:Int Finance

Author:

Chinn Menzie¹,Kucko Kavan²

Affiliation:

1. University of Wisconsin-Madison, and NBER

2. Boston University

Publisher

Wiley

Subject

Finance,Development,Geography, Planning and Development

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/infi.12064/fullpdf

Reference28 articles.

1. What Does the Yield Curve Tell Us About GDP Growth?;Ang;Journal of Econometrics,2006

2. Does the Yield Spread Predict Real Economic Activity? A Multi-Country Analysis;Bonser-Neal;Federal Reserve Bank of Kansas City Economic Review,1997

3. Predicting a Recession: Evidence from the Yield Curve in the Presence of Structural Breaks;Chauvet;Economics Letters,2002

4. Forecasting Recessions Using the Yield Curve;Chauvet;Journal of Forecasting,2005

5. Financial Investment Opportunities and the Macroeconomy;Chen;Journal of Finance,1991

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