Matches in SemOpenAlex for { <https://semopenalex.org/work/W2810690103> ?p ?o ?g. }
- W2810690103 endingPage "195" @default.
- W2810690103 startingPage "181" @default.
- W2810690103 abstract "Abstract We investigate the predictive power of the yield spread for future economic growth. The novel approach adopted here is to utilise its predictive ability for the whole distribution of future growth, rather than predicting the center of this distribution directly. Our results confirm previous findings that the yield spread does contain additional information about the future GDP growth, which varies over time. Most importantly, utilising the information contained in the whole conditional distribution of predicted GDP growth, rather than concentrating on the center of it, provides additional forecasting power for shorter (3–9 months) horizons. This approach is also superior in forecasting future expansionary phases, notably a more common phenomenon than recessions for which the traditional, OLS-based forecasts seem to perform better." @default.
- W2810690103 created "2018-07-10" @default.
- W2810690103 creator A5039042419 @default.
- W2810690103 creator A5067421619 @default.
- W2810690103 date "2018-11-01" @default.
- W2810690103 modified "2023-09-27" @default.
- W2810690103 title "The predictive power of the yield spread for future economic expansions: Evidence from a new approach" @default.
- W2810690103 cites W1789808336 @default.
- W2810690103 cites W1963646612 @default.
- W2810690103 cites W1980388690 @default.
- W2810690103 cites W1986180782 @default.
- W2810690103 cites W2002687854 @default.
- W2810690103 cites W2029317597 @default.
- W2810690103 cites W2032727161 @default.
- W2810690103 cites W2036691456 @default.
- W2810690103 cites W2049731982 @default.
- W2810690103 cites W2050057412 @default.
- W2810690103 cites W2054780235 @default.
- W2810690103 cites W2060386718 @default.
- W2810690103 cites W2083694616 @default.
- W2810690103 cites W2083929883 @default.
- W2810690103 cites W2085140190 @default.
- W2810690103 cites W2099909150 @default.
- W2810690103 cites W2128651216 @default.
- W2810690103 cites W2133694036 @default.
- W2810690103 cites W2136241359 @default.
- W2810690103 cites W2144570112 @default.
- W2810690103 cites W2178225550 @default.
- W2810690103 cites W2326102607 @default.
- W2810690103 cites W2340276670 @default.
- W2810690103 cites W2526885504 @default.
- W2810690103 cites W3021590600 @default.
- W2810690103 cites W3093578674 @default.
- W2810690103 cites W3121251852 @default.
- W2810690103 cites W3121269181 @default.
- W2810690103 cites W3121328226 @default.
- W2810690103 cites W3121731876 @default.
- W2810690103 cites W3122070388 @default.
- W2810690103 cites W3122130772 @default.
- W2810690103 cites W3122638545 @default.
- W2810690103 cites W3122876786 @default.
- W2810690103 cites W3122885669 @default.
- W2810690103 cites W3123611975 @default.
- W2810690103 cites W3123777129 @default.
- W2810690103 cites W3123877145 @default.
- W2810690103 cites W3123998826 @default.
- W2810690103 cites W3124690764 @default.
- W2810690103 cites W3125658893 @default.
- W2810690103 cites W3125817541 @default.
- W2810690103 cites W3125940441 @default.
- W2810690103 cites W3125954207 @default.
- W2810690103 cites W3126059480 @default.
- W2810690103 doi "https://doi.org/10.1016/j.econmod.2018.06.018" @default.
- W2810690103 hasPublicationYear "2018" @default.
- W2810690103 type Work @default.
- W2810690103 sameAs 2810690103 @default.
- W2810690103 citedByCount "4" @default.
- W2810690103 countsByYear W28106901032020 @default.
- W2810690103 countsByYear W28106901032021 @default.
- W2810690103 countsByYear W28106901032022 @default.
- W2810690103 crossrefType "journal-article" @default.
- W2810690103 hasAuthorship W2810690103A5039042419 @default.
- W2810690103 hasAuthorship W2810690103A5067421619 @default.
- W2810690103 hasBestOaLocation W28106901032 @default.
- W2810690103 hasConcept C121332964 @default.
- W2810690103 hasConcept C134121241 @default.
- W2810690103 hasConcept C139719470 @default.
- W2810690103 hasConcept C149782125 @default.
- W2810690103 hasConcept C162324750 @default.
- W2810690103 hasConcept C163258240 @default.
- W2810690103 hasConcept C165556158 @default.
- W2810690103 hasConcept C2778136018 @default.
- W2810690103 hasConcept C62520636 @default.
- W2810690103 hasConcept C97355855 @default.
- W2810690103 hasConceptScore W2810690103C121332964 @default.
- W2810690103 hasConceptScore W2810690103C134121241 @default.
- W2810690103 hasConceptScore W2810690103C139719470 @default.
- W2810690103 hasConceptScore W2810690103C149782125 @default.
- W2810690103 hasConceptScore W2810690103C162324750 @default.
- W2810690103 hasConceptScore W2810690103C163258240 @default.
- W2810690103 hasConceptScore W2810690103C165556158 @default.
- W2810690103 hasConceptScore W2810690103C2778136018 @default.
- W2810690103 hasConceptScore W2810690103C62520636 @default.
- W2810690103 hasConceptScore W2810690103C97355855 @default.
- W2810690103 hasLocation W28106901031 @default.
- W2810690103 hasLocation W28106901032 @default.
- W2810690103 hasLocation W28106901033 @default.
- W2810690103 hasLocation W28106901034 @default.
- W2810690103 hasOpenAccess W2810690103 @default.
- W2810690103 hasPrimaryLocation W28106901031 @default.
- W2810690103 hasRelatedWork W1581689565 @default.
- W2810690103 hasRelatedWork W1591945621 @default.
- W2810690103 hasRelatedWork W1754374229 @default.
- W2810690103 hasRelatedWork W2036006137 @default.
- W2810690103 hasRelatedWork W2082126551 @default.
- W2810690103 hasRelatedWork W2212056269 @default.
- W2810690103 hasRelatedWork W2269922602 @default.
- W2810690103 hasRelatedWork W2460876041 @default.