Predicting real growth using the yield curve

Ann M. Dombrosky and Joseph Haubrich

Economic Review, 1996, issue Q I, 26-35

Abstract: A study using out-of-sample regressions to determine how well the 10-year, 3-month yield spread predicts future real GDP growth. The author finds that although the yield curve is a good predictor over the entire 30-year sample period, it has become much less accurate over the last decade.

Date: 1996
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