Forecasting output growth using a DSGE-based decomposition of the South African yield curve
Rangan Gupta, Hylton Hollander, Rudi Steinbach
| Year of publication: |
2020
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|---|---|
| Authors: | Gupta, Rangan ; Hollander, Hylton ; Steinbach, Rudi |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 58.2020, 1, p. 351-378
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| Subject: | Structural decomposition | Term spread | DSGE | Predictive regression framework | Forecasting output growth | South Africa | Südafrika | Prognoseverfahren | Forecasting model | Wirtschaftswachstum | Economic growth | Bruttoinlandsprodukt | Gross domestic product | Zinsstruktur | Yield curve | Dekompositionsverfahren | Decomposition method | Frühindikator | Leading indicator | Prognose | Forecast | Nationaleinkommen | National income | Dynamisches Gleichgewicht | Dynamic equilibrium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-018-1607-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012219000