Blar i TKD - Fakultet for teknologi, kunst og design på forfatter "Zhang, Dan"
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The yield curve as a leading indicator: accuracy and timing of a parsimonious forecasting model
Seip, Knut Lehre; Zhang, Dan (Forecasting;volume 3, issue 2, Peer reviewed; Journal article, 2021-05-28)Previous studies have shown that the treasury yield curve, T, forecasts upcoming recessions when it obtains a negative value. In this paper, we try to improve the yield curve model while keeping its parsimony. First, we ...