The term spread as a monthly cyclical indicator: An evaluation

DOI10.1016/S0165-1765(99)00184-6zbMath1025.91507OpenAlexW2072215324MaRDI QIDQ1606411

Bryan L. Boulier, Herman O. Stekler

Publication date: 1 September 2002

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(99)00184-6

zbMATH Keywords

growth ratesProduction Indexterm spread

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

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Testing for short- and long-run causality: a frequency-domain approach

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