The predictive power of the yield spread for future economic expansions: Evidence from a new approach

We investigate the predictive power of the yield spread for future economic growth. The novel approach adopted here is to utilise its predictive ability for the whole distribution of future growth, rather than predicting the center of this distribution directly. Our results confirm previous findings...

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Bibliographic Details

Main Authors:	Bartosz Gebka, Mark Wohar
Format:	Default Article
Published:	2018
Subjects:	Other commerce, management, tourism and services not elsewhere classified Yield curve Yield spread Predictability Forecasting Economic growth Business and Management not elsewhere classified
Online Access:	https://hdl.handle.net/2134/34986
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