A reexamination of the predictability of economic activity using the yield spread
James D. Hamilton; Dong Heon Kim
| Year of publication: |
2002
|
|---|---|
| Authors: | Hamilton, James D. ; Kim, Dong-heon |
| Published in: |
Journal of money, credit and banking : JMCB. - Malden, Mass. [u.a.] : Wiley-Blackwell, ISSN 0022-2879, ZDB-ID 218362-6. - Vol. 34.2002, 2, p. 340-360
|
| Subject: | Frühindikator | Leading indicator | Prognoseverfahren | Forecasting model | Zinsstruktur | Yield curve | Volatilität | Volatility | Schätzung | Estimation | USA | United States | 1953-1998 |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of money, credit and banking |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001686022