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Journal Article

Predicting real growth using the yield curve


Abstract: A study using out-of-sample regressions to determine how well the 10-year, 3-month yield spread predicts future real GDP growth. The author finds that although the yield curve is a good predictor over the entire 30-year sample period, it has become much less accurate over the last decade.

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File(s): File format is text/html http://www.clevelandfed.org/Research/Review/1996/96-q1-haubrich.pdf

File(s): https://fraser.stlouisfed.org/scribd/?toc_id=354665&filepath=/docs/publications/frbclevreview/rev_frbclev_1996q1.pdf&start_page=27#scribd-open

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Bibliographic Information

Provider: Federal Reserve Bank of Cleveland

Part of Series: Economic Review

Publication Date: 1996

Issue: Q I

Pages: 26-35