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Economic policy uncertainty, financial markets and probability of US recessions

Karnizova, Lilia; Li, Jiaxiong - In: Economics letters 125 (2014) 2, pp. 261-265

Persistent link: https://www.econbiz.de/10010505323

Estimation précoce de la croissance : de la régression LARS au modèle à facteurs

Charpin, Françoise - 2009

Persistent link: https://www.econbiz.de/10003804625

Does the yield spread retain its forecasting ability during the 2007 recession? : a comparative analysis

Evgenidis, Anastasios; Siriopoulos, Costas - In: Applied economics letters 21 (2014) 10/12, pp. 817-822

Persistent link: https://www.econbiz.de/10010416254

Forecasting GDP growth with financial market data in Finland : revisiting stylized facts in a small open economy during the financial crisis

Kuosmanen, Petri; Vataja, Juuso - In: Review of financial economics : RFE 23 (2014) 2, pp. 90-97

Persistent link: https://www.econbiz.de/10010442588

GDP Growth Predictions Through the Yield Spread. Time-Variation and Structural Breaks

De Pace, Pierangelo - 2011

We use TVP models and real-time data to describe the evolution of the leading properties of the yield spread for output growth in five European economies and in the US over the last decades and until the third quarter of 2010. We evaluate the predictive performance of benchmark term-structure...

Persistent link: https://www.econbiz.de/10013134715