About: Does the Yield Curve Predict Future Economic Activity? The Case of EU-28 and USA

Facets (new session)
Description
Metadata
Settings
- owl:sameAs
- Inference Rule:

About: Does the Yield Curve Predict Future Economic Activity? The Case of EU-28 and USA Goto Sponge NotDistinct Permalink

An Entity of Type : http://linked.opendata.cz/ontology/domain/vavai/Vysledek, within Data Space : linked.opendata.cz associated with source document(s)

Attributes	Values
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-28 and United States of America. The dataset contains the spread between 10-year and 3-month sovereign bonds and real GDP of the countries 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, Belgium, Czech Republic, Denmark, Finland, France, Germany, Ireland, Luxembourg, Malta, Slovakia, Sweden and United Kingdom. These findings can be beneficial for investors and provide further evidence of the potential usefulness of the yield curve spreads as indicators of the future economic activity. In this paper the ability of the yield curve to predict GDP activity was examined in countries of EU-28 and United States of America. The dataset contains the spread between 10-year and 3-month sovereign bonds and real GDP of the countries 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, Belgium, Czech Republic, Denmark, Finland, France, Germany, Ireland, Luxembourg, Malta, Slovakia, Sweden and United Kingdom. These findings can be beneficial for investors and provide further evidence of the potential usefulness of the yield curve spreads as indicators of the future economic activity. (en)
Title	Does the Yield Curve Predict Future Economic Activity? The Case of EU-28 and USA Does the Yield Curve Predict Future Economic Activity? The Case of EU-28 and USA (en)
skos:prefLabel	Does the Yield Curve Predict Future Economic Activity? The Case of EU-28 and USA Does the Yield Curve Predict Future Economic Activity? The Case of EU-28 and USA (en)
skos:notation	RIV/00216224:14560/14:00075035!RIV15-MSM-14560___
http://linked.open...avai/riv/aktivita	S
http://linked.open...avai/riv/aktivity	S
http://linked.open...vai/riv/dodaniDat	2015
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	12113
http://linked.open...ai/riv/idVysledku	RIV/00216224:14560/14:00075035
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	[22DD3FF9ABF9]
http://linked.open...v/mistoKonaniAkce	Hradec Králové
http://linked.open...i/riv/mistoVydani	Hradec Králové
http://linked.open...i/riv/nazevZdroje	Economic Development and Management of Regions. Peer-Reviewed Conference Procedings: The International Conference Hradec Economic Days 2014
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	2014
http://linked.open...iv/tvurceVysledku	Hvozdenská, Jana
http://linked.open...vavai/riv/typAkce	EUR - Evropská
http://linked.open.../riv/zahajeniAkce	2014-01-01 (xsd:date)
number of pages	7 (xsd:int)
http://purl.org/ne...btex#hasPublisher	Gaudeamus
https://schema.org/isbn	9788074353697
http://localhost/t...ganizacniJednotka	14560

Faceted Search & Find service v1.16.118 as of Jun 21 2024

Alternative Linked Data Documents: ODE Content Formats:

RDF

ODATA

Microdata

About

OpenLink Virtuoso version 07.20.3240 as of Jun 21 2024, on Linux (x86_64-pc-linux-gnu), Single-Server Edition (126 GB total memory, 48 GB memory in use)
Data on this page belongs to its respective rights holders.
Virtuoso Faceted Browser Copyright © 2009-2024 OpenLink Software