What Does the Yield Curve Tell us about GDP Growth?
收藏NBER2004-08-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w10672
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资源简介：
A lot, including a few things you may not expect. Previous studies find that the term spread forecasts GDP but these regressions are unconstrained and do not model regressor endogeneity. We build a dynamic model for GDP growth and yields that completely characterizes expectations of GDP. The model
提供机构：
美国国家经济研究局
创建时间：
2004-08-01
