A reappraisal of the leading indicator properties of the yield curve under structural instability

International Journal of Forecasting

Volumn 26, Issue 4, 2010, Pages 836-857

  Schrimpf, Andreas ^a   Wang, Qingwei ^a  

^a CENTRE FOR EUROPEAN ECONOMIC RESEARCH ZEW   (Germany)

Author keywords

Forecast breakdowns; Forecast window selection; Macroeconomic forecasting; Structural change; Yield curve

Indexed keywords

EID: 77956261862     PISSN: 01692070     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ijforecast.2009.08.005     Document Type: Article

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