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48 pages • missing pub info (editions)
ISBN/UID: 9781288698141
Format: Paperback
Language: English
Publisher: Bibliogov
Publication date: 04 February 2013
Description
In this paper, we propose an econometric model of the joint dynamic relationship between the yield curve and the economy to predict business cycles. We examine the predictive value of the yield curve to forecast future economic growth as well as t...
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48 pages • missing pub info (editions)
ISBN/UID: 9781288698141
Format: Paperback
Language: English
Publisher: Bibliogov
Publication date: 04 February 2013
Description
In this paper, we propose an econometric model of the joint dynamic relationship between the yield curve and the economy to predict business cycles. We examine the predictive value of the yield curve to forecast future economic growth as well as t...