Browsing BI Open by Author "Bergsjø, Carl Christian Delp"
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An assessment of the predictive abilities of the yield curve: A multi-country study
Svanemyr, Patrick; Bergsjø, Carl Christian Delp (Master thesis, 2018)In this thesis we assess the yield curve’s predictive abilities for the eight countries in which OECD apply the interest rate spread as a part of their leading indicator index. We develop a dynamic model that uses the ...