Corpus ID: 209515600

Reading Macroeconomics From the Yield Curve: The Turkish Case

@article{Turker2019ReadingMF,
  title={Reading Macroeconomics From the Yield Curve: The Turkish Case},
  author={Ipek Turker and Bayram Cakir},
  journal={arXiv: General Economics},
  year={2019}
}
This paper aims to analyze the relationship between yield curve -being a line of the interests in various maturities at a given time- and GDP growth in Turkey. The paper focuses on analyzing the yield curve in relation to its predictive power on Turkish macroeconomic dynamics using the linear regression model. To do so, the interest rate spreads of different maturities are used as a proxy of the yield curve. Findings of the OLS regression are similar to that found in the literature and supports… Expand

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