EconPapers    
Economics at your fingertips  
 

Forecasting with the yield curve; level, slope, and output 1875-1997

Michael Bordo () and Joseph Haubrich ()

Economics Letters, 2008, vol. 99, issue 1, 48-50

Abstract: Over the period 1875 to 1997, using the yield curve helps forecast real growth. Using both the level and slope of the curve improves forecasts more than using either variable alone. Forecast performance changes over time and depends somewhat on whether recursive or rolling out of sample regressions are used.

Date: 2008
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (17) Track citations by RSS feed

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0165-1765(07)00198-X
Full text for ScienceDirect subscribers only

Related works:
Working Paper: Forecasting with the yield curve; level, slope, and output 1875-1997 (2006) Downloads
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:99:y:2008:i:1:p:48-50

Access Statistics for this article

Economics Letters is currently edited by Economics Letters Editorial Office

More articles in Economics Letters from Elsevier
Bibliographic data for series maintained by Dana Niculescu ().

 
Page updated 2019-06-23
Handle: RePEc:eee:ecolet:v:99:y:2008:i:1:p:48-50