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  • In this paper the ability of the yield curve to predict GDP activity was examined in the 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 the 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/00216224:14560/14:00075858!RIV15-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
  • 56499
http://linked.open...ai/riv/idVysledku
  • RIV/00216224:14560/14:00075858
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • yield curve; spread; GDP; slope; economic activity prediction (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [59B16A146552]
http://linked.open...v/mistoKonaniAkce
  • Karviná
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
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...ain/vavai/riv/wos
  • 000345575000016
http://linked.open.../riv/zahajeniAkce
number of pages
http://purl.org/ne...btex#hasPublisher
  • Slezská univerzita v Opavě
https://schema.org/isbn
  • 9788072489398
http://localhost/t...ganizacniJednotka
  • 14560
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