Showing 1 - 10 of 10
Persistent link: https://www.econbiz.de/10003880153
Persistent link: https://www.econbiz.de/10009577215
Persistent link: https://www.econbiz.de/10010474416
Persistent link: https://www.econbiz.de/10003103643
Persistent link: https://www.econbiz.de/10001224377
Persistent link: https://www.econbiz.de/10001252510
Persistent link: https://www.econbiz.de/10001581697
Persistent link: https://www.econbiz.de/10001136891
Persistent link: https://www.econbiz.de/10001141576
Does the yield curve's ability to predict future output and recessions differ when interest rates are low, as in the current global environment? In this paper we build on recent econometric work by Shi, Phillips, and Hurn that detects changes in the causal impact of the yield curve and relate...
Persistent link: https://www.econbiz.de/10012388339