Predicting Real Growth And The Probability Of Recession In The Euro Area Using The Yield Spread
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- Duarte, Agustin & Venetis, Ioannis A. & Paya, Ivan, 2005. "Predicting real growth and the probability of recession in the Euro area using the yield spread," International Journal of Forecasting, Elsevier, vol. 21(2), pages 261-277.
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More about this item
Keywords
Term Spread and Real Growth; Threshold Models; Recession; Forecasting Accuracy;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-EEC-2006-02-19 (European Economics)
- NEP-FOR-2006-02-19 (Forecasting)
- NEP-MAC-2006-02-19 (Macroeconomics)
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