Forecasting recessions using the yield curve

Journal of Forecasting

Volumn 24, Issue 2, 2005, Pages 77-103

  Chauvet, Marcelle ^a,c,d   Potter, Simon ^b,e  

^a FEDERAL RESERVE BANK OF ATLANTA   (United States)

^b FEDERAL RESERVE BANK OF NEW YORK   (United States)

^c UNIVERSITY OF CALIFORNIA   (United States)

^d Federal Reserve Bank of Atlanta   (United States)

^e Federal Research Bank of New York   (United States)

Author keywords

Bayesian; Classical methods; Recession forecast; Structural breaks; Yield curve

Indexed keywords

CORRELATION METHODS; ERROR ANALYSIS; ESTIMATION; INDUSTRIAL ECONOMICS; MATHEMATICAL MODELS; SPECIFICATIONS;

BAYESIAN TESTS; CLASSICAL METHODS; RECESSION FORECASTS; STRUCTURAL BREAKS; YIELD CURVE;

FORECASTING;

EID: 15544388646     PISSN: 02776693     EISSN: None     Source Type: Journal    
DOI: 10.1002/for.932     Document Type: Article

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