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Statements

Subject Item
n2:RIV%2F00216224%3A14560%2F14%3A00076115%21RIV15-MSM-14560___
rdf:type
skos:Concept n19:Vysledek
dcterms:description
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 of EU-15 between the years 2000 and 2013. The slope of the yield curve can be measured as the yield spread between sovereign 10-year bonds and sovereign 3-month bonds. The natural and probably the most popular measure of economic growth is by GDP growth, taken quarterly. The results showed that the best predictive lag of spread is a lag of four and five quarters. The theory says that it should be lag of four quarters. 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 of EU-15 between the years 2000 and 2013. The slope of the yield curve can be measured as the yield spread between sovereign 10-year bonds and sovereign 3-month bonds. The natural and probably the most popular measure of economic growth is by GDP growth, taken quarterly. The results showed that the best predictive lag of spread is a lag of four and five quarters. The theory says that it should be lag of four quarters.
dcterms:title
The employment of goverment bond spreads in prediction of economic activity in EU-15 The employment of goverment bond spreads in prediction of economic activity in EU-15
skos:prefLabel
The employment of goverment bond spreads in prediction of economic activity in EU-15 The employment of goverment bond spreads in prediction of economic activity in EU-15
skos:notation
RIV/00216224:14560/14:00076115!RIV15-MSM-14560___
n4:aktivita
n20:S
n4:aktivity
S
n4:dodaniDat
n12:2015
n4:domaciTvurceVysledku
n8:7739524
n4:druhVysledku
n7:D
n4:duvernostUdaju
n16:S
n4:entitaPredkladatele
n11:predkladatel
n4:idSjednocenehoVysledku
14480
n4:idVysledku
RIV/00216224:14560/14:00076115
n4:jazykVysledku
n6:eng
n4:klicovaSlova
GDP prediction; yield curve; slope; spread
n4:klicoveSlovo
n13:spread n13:GDP%20prediction n13:slope n13:yield%20curve
n4:kontrolniKodProRIV
[8B49395ED614]
n4:mistoKonaniAkce
Ostravice
n4:mistoVydani
Karviná
n4:nazevZdroje
Conference Proceedings of the 12th International Scientific Conference %22Economic Policy in the European Union Member Countries%22
n4:obor
n5:AH
n4:pocetDomacichTvurcuVysledku
1
n4:pocetTvurcuVysledku
1
n4:rokUplatneniVysledku
n12:2014
n4:tvurceVysledku
Hvozdenská, Jana
n4:typAkce
n17:EUR
n4:zahajeniAkce
2014-01-01+01:00
s:numberOfPages
10
n18:hasPublisher
Sileasian University, School of Business Administration
n3:isbn
9788075100450
n10:organizacniJednotka
14560