https://scholars.lib.ntu.edu.tw/handle/123456789/459353
標題: | Testing the predictive power of the term structure without data snooping bias | 作者: | Kao, Y.-C. Kuan, C.-M. Chen, S. SHIKUAN CHEN |
關鍵字: | Data snooping; GDP growth; Stepwise SPA test; Term spread | 公開日期: | 2013 | 卷: | 121 | 期: | 3 | 起(迄)頁: | 546-549 | 來源出版物: | Economics Letters | 摘要: | It is well documented that the term structure of interest rates has predictive power for real economic growth. Applying the stepwise superior predictive ability test, we find that superior models contain both a short-term rate and a term spread. © 2013 Elsevier B.V. |
URI: | https://scholars.lib.ntu.edu.tw/handle/123456789/459353 | DOI: | 10.1016/j.econlet.2013.10.020 |
顯示於: | 國際企業學系 |
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