Testing for short and long-run causality : the case of the yield spread and economic growth
Year of publication: |
2001
|
---|---|
Authors: | Breitung, Jörg ; Candelon, Bertrand |
Institutions: | Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse (contributor) |
Publisher: |
Berlin : Humboldt-Universität |
Subject: | Schätzung | Estimation | Wirtschaftswachstum | Economic growth | Zinsstruktur | Yield curve | Kausalanalyse | Causality analysis | Prognoseverfahren | Forecasting model | Frühindikator | Leading indicator | Theorie | Theory | Deutschland | Germany |
Extent: | Online-Ressource (PDF-Datei: 19 S., 266,80 KB) graph. Darst. |
---|---|
Series: | Discussion papers of interdisciplinary research project 373. - Berlin : Humboldt-Universität, ISSN 1436-1086, ZDB-ID 2135319-0. - Vol. 2001,96 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat reader |
Other identifiers: | hdl:10419/62679 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Testing for short and long run causality : the case of the yield spread and economic growth
Breitung, Jörg, (2001)
-
Predicting real growth and inflation with the yield spread
Kozicki, Sharon, (1997)
-
Predicting recessions with a composite real-time dynamic probit model
Proaño Acosta, Christian, (2014)
- More ...
-
Common cycles : a frequency domain approach
Breitung, Jörg, (2000)
-
On model based seasonal adjustment procedures
Breitung, Jörg, (1998)
-
The Beveridge-Nelson decomposition : a different perspective with new results
Gómez, Víctor, (1998)
- More ...