What Does the Yield Curve Tell us about GDP Growth?
收藏数据链接：
官方服务：
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
