The Predictive Content of the Interest Rate Term Spread for Future Economic Growth

The interest rate term spread contains useful information for predicting both economic activity and the probability of recessions. Further, the spread contains information not already included in past economic growth and past monetary policy. Nevertheless, the spread's forecasting performance, while still useful, has shown a noticeable deterioration in recent years

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Year of publication:	2012
Authors:	Dotsey, Michael
Publisher:	[2012]: [S.l.] : SSRN
Subject:	Index \| Index number \| Zinsstruktur \| Yield curve \| Wirtschaftsindikator \| Economic indicator

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Extent:	1 Online-Ressource (21 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: FRB Richmond Economic Quarterly, vol. 84, no. 3, Summer 1998, pp. 31-51 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 1998 erstellt
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013102375