The Yield Spread as a Predictor of Japanese Recessions

Hideaki Hirata () and Kazuo Ueda ()

Bank of Japan Working Paper Series from Bank of Japan

Keywords: call rate; financial business cycle indicator; forecasting; JGB; monetary aggregates; predictor; probit; stock price; yield spread; recession (search for similar items in EconPapers)
Date: 1998-01
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Working Paper: The Yield Spread as a Predictor of Japanese Recessions (1998)
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