Do yield curve inversions predict recessions in the euro area?
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DOI: 10.1016/j.frl.2022.103416
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- Jean-Guillaume Sahuc & David Sabes, 2023. "Do yield curve inversions predict recessions in the euro area?," Post-Print hal-03914540, HAL.
References listed on IDEAS
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Cited by:
- Matthieu Bussière & Stéphane Lhuissier, 2024. "What does an inversion of the yield curve tell us? [Que signifie l’inversion d’une courbe des taux ?]," Bulletin de la Banque de France, Banque de France, issue 250.
- Audrino, Francesco & Offner, Eric A., 2024. "The impact of macroeconomic news sentiment on interest rates," International Review of Financial Analysis, Elsevier, vol. 94(C).
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More about this item
Keywords
Recessions; Yield curve; AUROC; Euro area; Risk premia;All these keywords.
JEL classification:
- C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; Probabilities
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
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