The Yield Curve as a Predictor of U.S. Recessions

The yield curve specifically, the spread between the interest rates on the ten-year Treasury note and the three-month Treasury bill is a valuable forecasting tool. It is simple to use and significantly outperforms other financial and macroeconomic indicators in predicting recessions two to six quarters ahead

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Year of publication:	2012
Authors:	Estrella, Arturo ; Mishkin, Frederic S.
Publisher:	[S.l.] : SSRN
Subject:	USA \| United States \| Zinsstruktur \| Yield curve \| Frühindikator \| Leading indicator \| Prognoseverfahren \| Forecasting model \| Konjunktur \| Business cycle

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Extent:	1 Online-Ressource (6 p)
Series:	Current Issues in Economics and Finance ; Vol. 2, No. 7, June 1996
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 1996 erstellt
Other identifiers:	10.2139/ssrn.1001228 [DOI]
Classification:	C53 - Forecasting and Other Model Applications ; E37 - Forecasting and Simulation
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10014225486