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What does the yield curve tell us about GDP growth?
Ang, Andrew; Piazzesi, Monika; Wei, Min - In: Journal of econometrics 131 (2006) 1/2, pp. 359-403
Persistent link: https://www.econbiz.de/10003298594
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What does the Yield curve tell us about GDP growth?
Ang, Andrew; Piazzesi, Monika; Wei, Min - 2004
Persistent link: https://www.econbiz.de/10002172773
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What Does the Yield Curve Tell Us About GDP Growth?
Ang, Andrew - 2010
A lot, including a few things you may not expect. Previous studies find that the term spread forecasts GDP but these regressions are unconstrained and do not model regressor endogeneity. We build a dynamic model for GDP growth and yields that completely characterizes expectations of GDP. The...
Persistent link: https://www.econbiz.de/10012762604
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What Does the Yield Curve Tell Us About GDP Growth?
Ang, Andrew - 2011
A lot, including a few things you may not expect. Previous studies find that the term spread forecasts GDP but these regressions are unconstrained and do not model regressor endogeneity. We build a dynamic model for GDP growth and yields that completely characterizes expectations of GDP. The...
Persistent link: https://www.econbiz.de/10012714965
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What Does the Yield Curve Tell us about GDP Growth?
Ang, Andrew - 2004
A lot, including a few things you may not expect. Previous studies find that the term spread forecasts GDP but these regressions are unconstrained and do not model regressor endogeneity. We build a dynamic model for GDP growth and yields that completely characterizes expectations of GDP. The...
Persistent link: https://www.econbiz.de/10012468018
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What does the yield curve tell us about GDP growth?
Ang, Andrew; Piazzesi, Monika; Wei, Min - In: Proceedings (2003) Mar
A lot, including a few things you may not expect. Previous studies find that the term spread forecasts GDP but these regressions are unconstrained and do not model regressor endogeneity. We build a dynamic model for GDP growth and yields that completely characterizes expectations of GDP. The...
Persistent link: https://www.econbiz.de/10005372665
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What does the yield curve tell us about GDP growth?
Ang, Andrew; Piazzesi, Monika; Wei, Min - In: Journal of econometrics 131 (2006) 1, pp. 359-404
Persistent link: https://www.econbiz.de/10006747788
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WHAT DOES THE YIELD CURVE TELL US ABOUT GDP GROWTH?
Ang, Andrew; Piazzesi, Monika; Wei, Min - 2004
Persistent link: https://www.econbiz.de/10006962477
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What Does the Yield Curve Tell us about GDP Growth?
Ang, Andrew; Piazzesi, Monika; Wei, Min - National Bureau of Economic Research (NBER) - 2004
A lot, including a few things you may not expect. Previous studies find that the term spread forecasts GDP but these regressions are unconstrained and do not model regressor endogeneity. We build a dynamic model for GDP growth and yields that completely characterizes expectations of GDP. The...
Persistent link: https://www.econbiz.de/10005714198
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What does the yield curve tell us about GDP growth?
Ang, Andrew; Piazzesi, Monika; Wei, Min - In: Journal of Econometrics 131 (2006) 1-2, pp. 359-403
Persistent link: https://www.econbiz.de/10005122883