About: The yield curve as a predictor of economic activity

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About: The yield curve as a predictor of economic activity – the case of EU-15 Goto Sponge NotDistinct Permalink

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	In this paper the ability of the yield curve to predict GDP activity was examined in countries of EU-15 – Austria, Belgium, Denmark, Finland, France, Germany, Greece, Ireland, Italy, Luxemburg, the Netherlands, Portugal, Spain, Sweden and United Kingdom. The dataset contains the spread between 10-year and 3-month sovereign bonds and real GDP of the countries mentioned above between the years 2000 and 2013. The results showed that the prediction ability of the GDP growth or decrease was proven after year 2008 (the financial crisis) in Austria, Denmark, Finland, France, Germany, Ireland, Sweden and United Kingdom. Certainly the simple yield curve growth forecast should not serve as a replacement for the complex predictive models, it does, however, provide enough information to serve as a useful check on the more sophisticated forecasts. In this paper the ability of the yield curve to predict GDP activity was examined in countries of EU-15 – Austria, Belgium, Denmark, Finland, France, Germany, Greece, Ireland, Italy, Luxemburg, the Netherlands, Portugal, Spain, Sweden and United Kingdom. The dataset contains the spread between 10-year and 3-month sovereign bonds and real GDP of the countries mentioned above between the years 2000 and 2013. The results showed that the prediction ability of the GDP growth or decrease was proven after year 2008 (the financial crisis) in Austria, Denmark, Finland, France, Germany, Ireland, Sweden and United Kingdom. Certainly the simple yield curve growth forecast should not serve as a replacement for the complex predictive models, it does, however, provide enough information to serve as a useful check on the more sophisticated forecasts. (en)
Title	The yield curve as a predictor of economic activity – the case of EU-15 The yield curve as a predictor of economic activity – the case of EU-15 (en)
skos:prefLabel	The yield curve as a predictor of economic activity – the case of EU-15 The yield curve as a predictor of economic activity – the case of EU-15 (en)
skos:notation	RIV/00216224:14560/13:00069979!RIV14-MSM-14560___
http://linked.open...avai/riv/aktivita	S
http://linked.open...avai/riv/aktivity	S
http://linked.open...vai/riv/dodaniDat	2014
http://linked.open...aciTvurceVysledku	Hvozdenská, Jana
http://linked.open.../riv/druhVysledku	D - Článek ve sborníku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Masarykova univerzita / Ekonomicko-správní fakulta
http://linked.open...dnocenehoVysledku	117644
http://linked.open...ai/riv/idVysledku	RIV/00216224:14560/13:00069979
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	yield curve spread GDP slope economic activity prediction (en)
http://linked.open.../riv/klicoveSlovo	yield curve spread GDP slope economic activity prediction
http://linked.open...ontrolniKodProRIV	[9E356FC37C64]
http://linked.open...v/mistoKonaniAkce	Ostrava
http://linked.open...i/riv/mistoVydani	Karviná
http://linked.open...i/riv/nazevZdroje	Financial Regulation and Supervision in the After - Crisis Period. Proceedings of 14th International Conference on Finance and Banking
http://linked.open...in/vavai/riv/obor	AH
http://linked.open...ichTvurcuVysledku	1 (xsd:int)
http://linked.open...cetTvurcuVysledku	1 (xsd:int)
http://linked.open...UplatneniVysledku	2013
http://linked.open...iv/tvurceVysledku	Hvozdenská, Jana
http://linked.open...vavai/riv/typAkce	EUR - Evropská
http://linked.open.../riv/zahajeniAkce	2013-01-01 (xsd:date)
number of pages	9 (xsd:int)
http://purl.org/ne...btex#hasPublisher	Silesian University, School of Business Administration
https://schema.org/isbn	9788072488926
http://localhost/t...ganizacniJednotka	14560

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