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  • The yield curve – specifically the spread between long term and short term interest rates is a valuable forecasting tool. It is simple to use and significantly outperforms other financial and macroeconomic indicators in predicting recessions two to six quarters ahead. The steepness of the yield curve should be an excellent indicator of a possible future economic activity. A rise in the short rate tends to flatten the yield curve as well as to slow real growth the near term. This paper aims to analyse the dependence between slope of the yield curve and an economic activity in EU-25 between the years 2000 and 2013. The slope of the yield curve can be measured as the yield spread between 10-year bonds and 3-month bonds. The natural and probably the most popular measure of growth is by GDP growth, taken quarterly. The results can be beneficial for investors as a possible indicator of future economic activity.
  • The yield curve – specifically the spread between long term and short term interest rates is a valuable forecasting tool. It is simple to use and significantly outperforms other financial and macroeconomic indicators in predicting recessions two to six quarters ahead. The steepness of the yield curve should be an excellent indicator of a possible future economic activity. A rise in the short rate tends to flatten the yield curve as well as to slow real growth the near term. This paper aims to analyse the dependence between slope of the yield curve and an economic activity in EU-25 between the years 2000 and 2013. The slope of the yield curve can be measured as the yield spread between 10-year bonds and 3-month bonds. The natural and probably the most popular measure of growth is by GDP growth, taken quarterly. The results can be beneficial for investors as a possible indicator of future economic activity. (en)
Title
  • Does the yield curve predict the future economic activity? The case of EU-25
  • Does the yield curve predict the future economic activity? The case of EU-25 (en)
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  • Does the yield curve predict the future economic activity? The case of EU-25
  • Does the yield curve predict the future economic activity? The case of EU-25 (en)
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  • RIV/00216224:14560/13:00070600!RIV14-MSM-14560___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • S
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 70291
http://linked.open...ai/riv/idVysledku
  • RIV/00216224:14560/13:00070600
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • prediction of economic activity slope yield curve GDP spread (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [1888DF7662D3]
http://linked.open...v/mistoKonaniAkce
  • Hradec Králové
http://linked.open...i/riv/mistoVydani
  • Hradec Králové
http://linked.open...i/riv/nazevZdroje
  • Conference Proceedings: 4th International Masaryk Conference for Ph.D. Students and Young Researchers 2013.
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...UplatneniVysledku
http://linked.open...iv/tvurceVysledku
  • Hvozdenská, Jana
http://linked.open...vavai/riv/typAkce
http://linked.open.../riv/zahajeniAkce
number of pages
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  • MAGNANIMITAS
https://schema.org/isbn
  • 9788087952009
http://localhost/t...ganizacniJednotka
  • 14560
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