Predicting a recession: Evidence from the yield curve in the presence of structural breaks
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Publication:1852917
DOI10.1016/S0165-1765(02)00128-3zbMath1027.91507OpenAlexW3121968833MaRDI QIDQ1852917
Marcelle Chauvet, Simon M. Potter
Publication date: 21 January 2003
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0165-1765(02)00128-3
Related Items (4)
The yield curve and the macro-economy across time and frequencies ⋮ Dating US business cycles with macro factors ⋮ Uncertainty and forecasts of U.S. recessions ⋮ The power of tests of predictive ability in the presence of structural breaks
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