The Yield Curve as a Leading Indicator: Frequently Asked Questions
The Yield Curve as a Leading Indicator: Frequently Asked Questions
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收益率曲线作为先行指标：常见问题解答
DOI：
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发表时间：
2008
期刊：
影响因子：
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通讯作者：
A. Estrella
中科院分区：
文献类型：
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作者：
A. Estrella
起源于20世纪80年代后期的大量文献记载了收益率曲线的斜率是未来真实的经济活动的可靠预测的经验规律。今天，存在着大量的证据，从中出现了各种有用的程式化事实。这份目录列出了一些突出的调查结果，并以回答常见问题的形式列出。一个广泛的参考书目也包括在内。
broad literature originating in the late 1980s documents the empirical regularity that the slope of the yield curve is a reliable predictor of future real economic activity. Today, there exists a substantial body of evidence from which various useful stylized facts have emerged. This catalogue of some of the salient findings takes the form of answers to frequently asked questions. An extensive bibliography is also included.