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Yielding clues about recessions: the yield curve as a forecasting tool

Author

Listed:
  • Dusan Stojanovic
  • Mark D. Vaughan

Abstract

It's been used for years as a predictor of future interest rates, but these days, the yield curve is being used to predict recessions.

Suggested Citation

  • Dusan Stojanovic & Mark D. Vaughan, 1997. "Yielding clues about recessions: the yield curve as a forecasting tool," The Regional Economist, Federal Reserve Bank of St. Louis, issue Oct, pages 10-11.
    • Handle: RePEc:fip:fedlre:y:1997:i:oct:p:10-11
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    File URL: https://www.stlouisfed.org/publications/regional-economist/october-1997/yielding-clues-about-recessions-the-yield-curve-as-a-forecasting-tool
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    Cited by:

    1. Melvin Muzi Khomo & Meshach Jesse Aziakpono, 2007. "Forecasting Recession In South Africa: A Comparison Of The Yield Curve And Other Economic Indicators," South African Journal of Economics, Economic Society of South Africa, vol. 75(2), pages 194-212, June.

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