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The predictive power of the yield curve slope, or the yield spread is well established in the United States (US) and European Union (EU) countries since 1998. However, there exists a gap in the literature on the predictive power of the yield spread on the Chinese economy. This paper provides a...
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We investigate the effects of US federal spending news on the S&P 500 stock price index using a Mixed Frequency Time-Varying Parameters Factor Augmented Vector Autoregressive (MF-TVP-FAVAR) model. Unlike previous studies that rely on media coverage of spending changes and use indirect spending...
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