Testing the predictive power of term spread in the Euro area

Testing the predictive power of term spread in the Euro area

This thesis tests the predictive power of term spread in predicting the Euro area's real economic activities. The objectives of this study are to test the predictive power of term spread in the negative interest rate period in the Euro area, to examine the joint predictive power of term spread...

Täydet tiedot

Bibliografiset tiedot
Päätekijä: Rimal, Sachindra
Muut tekijät: Kauppakorkeakoulu, School of Business and Economics, Taloustieteet, Business and Economics, Jyväskylän yliopisto, University of Jyväskylä
Aineistotyyppi: Pro gradu
Kieli:eng
Julkaistu: 2021
Aiheet:
term spread
Yield curve
predicting
real economic activity
real economy
VAR model
Granger Causality
Taloustiede
Economics
2041
bruttokansantuote
lineaariset mallit
ennusteet
gross domestic product
linear models
forecasts
Linkit: https://jyx.jyu.fi/handle/123456789/73997

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