Gross domestic product growth predictions through the yield spread : time-variation and structural breaks
Pierangelo De Pace
| Year of publication: |
2013
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|---|---|
| Authors: | De Pace, Pierangelo |
| Published in: |
International journal of finance & economics : IJFE. - Chichester, Sussex : Wiley, ISSN 1076-9307, ZDB-ID 1324693-8. - Vol. 18.2013, 1, p. 1-24
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| Subject: | real-time data | term spread | TVP models | structural breaks | Strukturbruch | Structural break | Zinsstruktur | Yield curve | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Frühindikator | Leading indicator | Bruttoinlandsprodukt | Gross domestic product | Nationaleinkommen | National income |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009721919