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Asymmetry in the link between the yield spread and industrial production: threshold effects and forecasting

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Asymmetry in the link between the yield spread and industrial production: threshold effects and forecasting. / Paya, I; Peel, D.
In: Journal of Forecasting, Vol. 23, No. 5, 2004, p. 373-384.

Research output: Contribution to Journal/MagazineJournal articlepeer-review

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@article{6e275d5a397945beb231994675efbe9b,
title = "Asymmetry in the link between the yield spread and industrial production: threshold effects and forecasting",
author = "I Paya and D Peel",
year = "2004",
language = "English",
volume = "23",
pages = "373--384",
journal = "Journal of Forecasting",
issn = "0277-6693",
publisher = "John Wiley and Sons Ltd",
number = "5",

}

RIS

TY - JOUR

T1 - Asymmetry in the link between the yield spread and industrial production: threshold effects and forecasting

AU - Paya, I

AU - Peel, D

PY - 2004

Y1 - 2004

M3 - Journal article

VL - 23

SP - 373

EP - 384

JO - Journal of Forecasting

JF - Journal of Forecasting

SN - 0277-6693

IS - 5

ER -