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Predicting a recession: evidence from the yield curve in the presence of structural breaks

โœ Scribed by Marcelle Chauvet; Simon Potter

Book ID
117332330
Publisher
Elsevier Science
Year
2002
Tongue
English
Weight
338 KB
Volume
77
Category
Article
ISSN
0165-1765

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FORECASTING RECESSION IN SOUTH AFRICA: A
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โœ Melvin Muzi Khomo; Meshach Jesse Aziakpono ๐Ÿ“‚ Article ๐Ÿ“… 2007 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 270 KB

## Abstract The paper uses the standard probit model proposed by Estrella and Mishkin (1996), as well as the modified probit model suggested by Dueker (1997), to examine the ability of the yield curve to predict recessions in South Africa, and compares its predictive power with other commonly used