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ROC approach to forecasting recessions using daily yield spreads
Even though many studies have established the existence of structural breaks and declining predictability in the relationship between GDP growth and yield spreads, business analysts continue to watch for the inversion of the spread as one of the leading indicators for recessions. We use the Receivin...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Palgrave Macmillan UK
2022
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9638394/ https://www.ncbi.nlm.nih.gov/pubmed/36373026 http://dx.doi.org/10.1057/s11369-022-00287-y |