When does the yield curve contain predictive power? Evidence from a data-rich environment

Jari Hännikäinen

    Research output: Contribution to journalArticleScientificpeer-review

    10 Citations (Scopus)
    Original languageEnglish
    Pages (from-to)1044-1064
    JournalINTERNATIONAL JOURNAL OF FORECASTING
    Volume33
    Issue number4
    DOIs
    Publication statusPublished - 2017
    Publication typeA1 Journal article-refereed

    Keywords

    • Conditional predictive ability
    • Data-rich environment
    • Factor model
    • Macroeconomic forecasting
    • Macroeconomic regimes
    • Yield curve

    Publication forum classification

    • Publication forum level 2

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