Yield Curve Point Triplets in Recession Forecasting

Author:

Gogas Periklis1,Papadimitriou Theophilos1,Chrysanthidou Efthymia1

Affiliation:

1. Department of Economics; Democritus University of Thrace; Greece

Funder

European Social Fund

Publisher

Wiley

Subject

Finance,Development,Geography, Planning and Development

Reference39 articles.

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

2. Increasing of the Fitness of Fundamental Exchange Rate Forecast Models;Brandl;International Journal of Contemporary Mathematical Sciences,2009

3. Detrending and Turning Points;Canova;European Economic Review,1994

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

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