Forecasting With the Yield Curve; Level, Slope, and Output 1875-1997

Over the period 1875 to 1997, using the yield curve helps forecast real growth. Using both the level and slope of the curve improves forecasts more than using either variable alone. Forecast performance changes over time and depends somewhat on whether recursive or rolling out of sample regressions are used

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Year of publication:	[2007]
Authors:	Bordo, Michael D.
Other Persons:	Haubrich, Joseph G. (contributor)
Publisher:	[2007]: [S.l.] : SSRN

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Extent:	1 Online-Ressource (14 p)
Series:	FRB of Cleveland Working Paper ; No. 06-11
Type of publication:	Book / Working Paper
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 2006 erstellt
Other identifiers:	10.2139/ssrn.939772 [DOI]
Classification:	E43 - Determination of Interest Rates; Term Structure Interest Rates ; E27 - Forecasting and Simulation
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012731430