Yield curve as a predictor of recessions : evidence from panel data
Year of publication: |
2013
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Authors: | Ozturk, Huseyin ; Pereira, Luis Felipe V. N. |
Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 49.2013, Suppl.5, p. 194-212
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Subject: | panel logit | panel probit | recession | term structure | Zinsstruktur | Yield curve | Panel | Panel study | Frühindikator | Leading indicator | Schätzung | Estimation | Konjunktur | Business cycle | Probit-Modell | Probit model | Prognoseverfahren | Forecasting model |
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