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Fixed income market / Yield curve / Recession / National Bureau of Economic Research / Business cycle / Yield spread / Regression analysis / Gross domestic product / Vector autoregression / Economics / Statistics / Econometrics


What does the Yield Curve Tell us about GDP Growth?∗ Andrew Ang,† Monika Piazzesi‡ and Min Wei§ February 11, 2003 Abstract
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Document Date: 2003-04-29 13:55:30

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United States / /

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USD / /

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Westwood Plaza / Northwestern University / Columbia University / /

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Et mt / /

Organization

UCLA / Columbia University / Anderson School / National Science Foundation / NBER Business Cycle Dating Committee / US Federal Reserve / NBER / Northwestern University / Columbia Business School / /

Person

Urban Jermann / Lutz Kilian / Andrew Ang / † Monika / Mike Chernov / Min Wei / Andrew Ang / Martin Schneider / Estrella / Bob Hodrick / John Cochrane / Monika Piazzesi / Charlie Calomiris / Rick Mishkin / /

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Position

equilibrium model for asset pricing / Bliss advocate / full general equilibrium model of the economy / /

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production technologies / /

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http /

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