Strengthening the Case for the Yield Curve as a Predictor of United States Recessions / Michael J. Dueker.

Format:

Datafile

Contributor:

Inter-university Consortium for Political and Social Research.

Series:

ICPSR (Series) ; 1173.

ICPSR ; 1173

Language:

English

Genre:

Academic theses.

Physical Description:

1 online resource.

Place of Publication:

Ann Arbor, Mich. : Inter-university Consortium for Political and Social Research [distributor], 1998.

System Details:

Mode of access: World Wide Web.

data file

Summary:

This research considers why the yield curve slope ought to contain information about the future prospects of the economy. Two econometric models are examined that test the predictive power of the yield-curve slope relative to other recession predictors such as stock prices and the Commerce Department's index of leading indicators.

Notes:

Title from ICPSR DDI metadata of 2004-10-30.

OCLC:

61145806

Access Restriction:

Restricted for use by site license.