SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Yield Curve and Recession Forecasting in a Machine Learning Framework · Study

ArticleShelves

ArticleYield Curve and Recession Forecasting in a Machine Learning Framework

Periklis Gogas2014

Article2014

Yield Curve and Recession Forecasting in a Machine Learning Framework

Periklis Gogas · Théophilos Papadimitriou · Maria Matthaiou · Efthymia Chrysanthidou

59 citations·0/0 files stored·Computational Economics

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Monetary Policy and Economic Impact Forecasting Techniques and Applications Stock Market Forecasting Methods

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 59 citations exist upstream.

References

1997Postwar U.S. Business Cycles: An Empirical Investigation 2005Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach 2003Forecasting the Term Structure of Government Bond Yields 1991The Term Structure as a Predictor of Real Economic Activity 2003A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables 2007The U.S. Treasury yield curve: 1961 to the present 2005The macroeconomy and the yield curve: a dynamic latent factor approach 2005What does the yield curve tell us about GDP growth?

Cited by

2014Forecasting the U.S. real house price index 2020Predicting systemic financial crises with recurrent neural networks 2015Forecasting Daily and Monthly Exchange Rates with Machine Learning Techniques 2018A comparison of multitask and single task learning with artificial neural networks for yield curve forecasting 2020Modeling and predicting U.S. recessions using machine learning techniques

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2008The Yield Curve as a Leading Indicator: Frequently Asked Questionsarticle · 14 shared references 2015Yield Curve Point Triplets in Recession Forecastingarticle · 11 shared references 2012The yield curve and the macro-economy across time and frequenciesarticle · 10 shared references 2013Predicting output using the entire yield curvearticle · 9 shared references 2017Asset Prices and Macroeconomic Outcomes: A Surveyreport · 8 shared references 2013The term structure of interest rates as predictor of stock returns: Evidence for the IBEX 35 during a bear marketarticle · 8 shared references

Details

Year2014

Typearticle

Published2014-03-26

VenueComputational Economics

ISSN-L0927-7099

Languageen

Citations59

Files0 public / 0

ShelfMonetary Policy and Economic Impact

Identifiers

doi10.1007/s10614-014-9432-0

openalex_workW2082018632

Links

Imported from OpenAlex (CC0) — nothing here is generated.

2015

Yield Curve Point Triplets in Recession Forecasting