The Near-Term Forward Yield Spread as a Leading Indicator : A Less Distorted Mirror
Author
Abstract
Suggested Citation
DOI: 10.17016/FEDS.2018.055
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References listed on IDEAS
- Michael D. Bauer & Thomas M. Mertens, 2018. "Economic Forecasts with the Yield Curve," FRBSF Economic Letter, Federal Reserve Bank of San Francisco.
- Peter Johansson & Andrew C. Meldrum, 2018. "Predicting Recession Probabilities Using the Slope of the Yield Curve," FEDS Notes 2018-03-01-3, Board of Governors of the Federal Reserve System (U.S.).
More about this item
Keywords
Policy path; Recession forecast; Yield spread; Monetary policy;JEL classification:
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MAC-2018-09-03 (Macroeconomics)
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