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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Keywordsindustrial production; yield spread; threshold model; forecasting; predictive accuracy;
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