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Do Yield Curve Inversions Predict Recessions in the Euro Area?
Sabes, David; Sahuc, Jean-Guillaume - 2022
eurozone countries, especially Germany. Risk premia, and more particularly the credit risk component, blur the relationship …
Persistent link: https://www.econbiz.de/10013289229
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Does the Yield Spread Predict Recessions in the Euro Area?
Moneta, Fabio - 2006
This paper studies the informational content of the slope of the yield curve as a predictor of recessions in the euro area. In particular, the historical predictive power of ten yield spreads, for different segments of the yield curve, is tested using a probit model. The yield spread between the...
Persistent link: https://www.econbiz.de/10014073820
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Do yield curve inversions predict recessions in the euro area?
Sabes, David; Sahuc, Jean-Guillaume - In: Finance research letters 52 (2023), pp. 1-9
Persistent link: https://www.econbiz.de/10014471926
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Do Yield Curve Inversions Predict Recessions in the Euro Area?
Sabes, David; Sahuc, Jean-Guillaume - 2022
eurozone countries, especially Germany. Risk premia, and more particularly the credit risk component, blur the relationship …
Persistent link: https://www.econbiz.de/10013406389
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Forecasting euro area recessions by combining financial information
Bellégo, Christophe; Ferrara, Laurent - In: International journal of computational economics and … 7 (2017) 1/2, pp. 78-94
Persistent link: https://www.econbiz.de/10011713550
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Do Eurozone yield spreads predict recessions?
Schock, Matthias - 2014 - Rev. September 2014
recessions in the Eurozone from the 1990s to the recent past. Credit default swap (CDS) data on sovereign bonds, which provide a … using the commonly employed yield spread remains high, provided that biases associated with Eurozone sovereign default risk …
Persistent link: https://www.econbiz.de/10010419649
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Predicting recessions in the euro area : a factor approach
Goodhead, Robert; Parle, Conor - In: Economic letter (2019) 2, pp. 1-13
Persistent link: https://www.econbiz.de/10012135442
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Introducing the euro Area-wide Leading Indicator (ALI) : real-time signals of turning points in the growth cycle from 2007 to 2011
Bondt, Gabe J. de; Hahn, Elke - In: Journal of forecasting 33 (2014) 1, pp. 47-68
Persistent link: https://www.econbiz.de/10010424882
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Predicting European Union recessions in the Euro era : the yield curve as a forecasting tool of economic activity
Chionis, Dionisios; Gkonkas, Periklēs; Pragidis, Ioannis - In: International advances in economic research : IAER ; an … 16 (2010) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10003970667
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MIDAS regressions with time-varying parameters : an application to corporate bond spreads and GDP in the Euro area ; conference paper
Schumacher, Christian - 2014 - 3 February 2014
Mixed-data sampling (MIDAS) regressions allow to estimate dynamic equations that explain a low-frequency variable by high-frequency variables and their lags. To account for temporal instabilities in this relationship, this paper discusses an extension to MIDAS with time-varying parameters, which...
Persistent link: https://www.econbiz.de/10010481353