Asymmetry In The Link Between The Yield Spread And Industrial Production. Threshold Effects And Forecasting
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- Ioannis A. Venetis & David A. Peel & Ivan Paya, 2004. "Asymmetry in the link between the yield spread and industrial production: threshold effects and forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(5), pages 373-384.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Huseyin Kaya, 2013. "On the Predictive Power of Yield Spread for Future Growth and Recession: The Turkish Case," Working Papers 010, Bahcesehir University, Betam, revised Mar 2013.
- Schrimpf, Andreas & Wang, Qingwei, 2010. "A reappraisal of the leading indicator properties of the yield curve under structural instability," International Journal of Forecasting, Elsevier, vol. 26(4), pages 836-857, October.
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42337, University Library of Munich, Germany.
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More about this item
Keywordsindustrial production; yield spread; threshold model; forecasting; predictive accuracy;
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