The yield spread's ability to forecast economic activity: What have we learned after 30 years of studies?
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DOI: 10.1016/j.jbusres.2018.08.041
Abstract: Abstract Forecasting economic activity has attracted a great deal of econometric work, while mixed evidence has been found concerning the ability of the yield spread to forecast gross domestic product (GDP). This paper uses a… read more here.
Keywords: economic activity; yield spread; spread ability;