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

Paya, I and Peel, D (2004) Asymmetry in the link between the yield spread and industrial production: threshold effects and forecasting. Journal of Forecasting, 23 (5). pp. 373-384. ISSN 0277-6693

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Item Type: Article
Journal or Publication Title: Journal of Forecasting
Subjects:
Departments: Lancaster University Management School > Economics
ID Code: 44006
Deposited By: ep_importer_pure
Deposited On: 11 Jul 2011 19:08
Refereed?: Yes
Published?: Published
Last Modified: 09 Apr 2014 22:22
Identification Number:
URI: http://eprints.lancs.ac.uk/id/eprint/44006

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