A reappraisal of the leading indicator properties of the yield curve under structural instability
Year of publication: |
2010
|
---|---|
Authors: | Schrimpf, Andreas ; Wang, Qingwei |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 26.2010, 4, p. 836-857
|
Subject: | Zinsstruktur | Yield curve | Wirtschaftsprognose | Economic forecast | Wirtschaftsindikator | Economic indicator | Strukturbruch | Structural break | Kanada | Canada | Deutschland | Germany | Großbritannien | United Kingdom | USA | United States |
-
Detken, Annette, (2003)
-
Predicting cycles in economic activity
Haltmaier, Jane T., (2008)
-
Surprise and uncertainty indexes : real-time aggregation of real-activity macro surprises
Scotti, Chiara, (2013)
- More ...
-
A reappraisal of the leading indicator properties of the yield curve under structural instability
Schrimpf, Andreas, (2010)
-
Projecting Potential Output : Methods and Problems
Wang, Qingwei, (2009)
-
A reappraisal of the leading indicator properties of the yield curve under structural instability
Schrimpf, Andreas, (2010)
- More ...