مرکز منطقه ای اطلاع رساني علوم و فناوري - Predicting real growth and the probability of recession in the Euro area using the yield spread

Title of article :

Predicting real growth and the probability of recession in the Euro area using the yield spread

Author/Authors :

Agustin Duarte، نويسنده , , Ioannis A. Venetis، نويسنده , , Ivan Paya، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2005

Pages :

From page :

261

To page :

277

Keywords :

Term spread and real growth , Threshold models , Recession , Forecasting accuracy

Journal title :

International Journal of Forecasting

Serial Year :

2005

Journal title :

International Journal of Forecasting

Record number :

179145

Link To Document :