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Testing for asymmetry in the link between the yield spread and output in the G-7 countries

✍ Scribed by John W. Galbraith; Greg Tkacz

Book ID
117427634
Publisher
Elsevier Science
Year
2000
Tongue
English
Weight
108 KB
Volume
19
Category
Article
ISSN
0261-5606

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## Abstract We analyse the nonlinear behaviour of the information content in the spread for future real economic activity. The spread linearly predicts one‐year‐ahead real growth in nine industrial production sectors of the USA and four of the UK over the last 40 years. However, recent investigatio