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Statements

Subject Item
n2:RIV%2F00216224%3A14560%2F13%3A00069275%21RIV14-MSM-14560___
rdf:type
skos:Concept n8:Vysledek
dcterms:description
In this paper we study the ability of the yield curve to predict GDP activity in four countries of the Visegrad group – Czech Republic, Slovakia, Poland and Hungary. The dataset contains the spread between 10-year and 3-month sovereign bonds and real GDP of the countries mentioned above between the years 2002 and 2012. The results showed that the prediction of the GDP growth or decrease was proven after year 2008 (the financial crisis) in the Czech Republic, Slovakia and Hungary, the predictive power of the yield curve was lowered in those countries before the year 2008. 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. These findings provide further evidence of the potential usefulness of the yield curve spreads as indicators of the future economic activity. In this paper we study the ability of the yield curve to predict GDP activity in four countries of the Visegrad group – Czech Republic, Slovakia, Poland and Hungary. The dataset contains the spread between 10-year and 3-month sovereign bonds and real GDP of the countries mentioned above between the years 2002 and 2012. The results showed that the prediction of the GDP growth or decrease was proven after year 2008 (the financial crisis) in the Czech Republic, Slovakia and Hungary, the predictive power of the yield curve was lowered in those countries before the year 2008. 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. These findings provide further evidence of the potential usefulness of the yield curve spreads as indicators of the future economic activity.
dcterms:title
The yield curve as a predictor of economic activity – the case of the Visegrad group The yield curve as a predictor of economic activity – the case of the Visegrad group
skos:prefLabel
The yield curve as a predictor of economic activity – the case of the Visegrad group The yield curve as a predictor of economic activity – the case of the Visegrad group
skos:notation
RIV/00216224:14560/13:00069275!RIV14-MSM-14560___
n8:predkladatel
n9:orjk%3A14560
n3:aktivita
n13:S
n3:aktivity
S
n3:dodaniDat
n15:2014
n3:domaciTvurceVysledku
n14:7739524 n14:3176681
n3:druhVysledku
n10:D
n3:duvernostUdaju
n19:S
n3:entitaPredkladatele
n18:predkladatel
n3:idSjednocenehoVysledku
117645
n3:idVysledku
RIV/00216224:14560/13:00069275
n3:jazykVysledku
n4:eng
n3:klicovaSlova
yield curve; slope; Visegrad; GDP; spread
n3:klicoveSlovo
n5:GDP n5:spread n5:Visegrad n5:yield%20curve n5:slope
n3:kontrolniKodProRIV
[CD2DDD4A29E1]
n3:mistoKonaniAkce
Telč
n3:mistoVydani
Brno
n3:nazevZdroje
European Financial Systems 2013. Proceedings of the 10th International Scientific Conference
n3:obor
n12:AH
n3:pocetDomacichTvurcuVysledku
2
n3:pocetTvurcuVysledku
2
n3:rokUplatneniVysledku
n15:2013
n3:tvurceVysledku
Hvozdenská, Jana Kajurová, Veronika
n3:typAkce
n21:WRD
n3:wos
000324654400018
n3:zahajeniAkce
2013-01-01+01:00
s:numberOfPages
6
n16:hasPublisher
Masaryk University
n11:isbn
9788021062948
n20:organizacniJednotka
14560