Predicting a recession: Evidence from the yield curve in the presence of structural breaks
type: Item
instance of: scholarly article
title: Predicting a recession: Evidence from the yield curve in the presence of structural breaks
zbMATH Open document ID: 1027.91507
DOI: 10.1016/S0165-1765(02)00128-3
author: Marcelle Chauvet
author: Simon Potter
published in: Economics Letters
publication date: 2003-01-21T00:00:00Z
Mathematics Subject Classification ID: 91B54
zbMATH DE Number: 1856225
zbMATH Keywords: Recession forecast
zbMATH Keywords: Yield curve
zbMATH Keywords: Structural breaks
zbMATH Keywords: Bayesian
zbMATH Keywords: Classical methods
MaRDI profile type: Publication
cites work: Multiperiod Probit Models and Orthogonality Condition Estimation
cites work: Bayes factors and nonlinearity: Evidence from economic time series
cites work: A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
full work available at URL: s0165-1765(02)00128-3
OpenAlex ID: W3121968833
description: scientific article; zbMATH DE number 1856225