The Predictive Power of the Yield Curve Across Countries and Time

  • Menzie Chinny, Kavan Kuckoz
  • Published 2015

Abstract

In recent years, there has been renewed interest in the yield curve (or alternatively, the term premium) as a predictor of future economic activity. In this article, we re-examine the evidence for this predictor for both the United States and other advanced economies. We examine the sensitivity of the results to the selection of countries, and to time… (More)

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