Department of Economics and Business Economics

A Reappraisal of the Leading Indicator Properties of the Yield Curve under Structural Instability

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Standard

A Reappraisal of the Leading Indicator Properties of the Yield Curve under Structural Instability. / Schrimpf, Andreas; Wang, Qingwei.

In: International Journal of Forecasting, Vol. 26, No. 4, 2010, p. 836-857.

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Harvard

Schrimpf, A & Wang, Q 2010, 'A Reappraisal of the Leading Indicator Properties of the Yield Curve under Structural Instability', International Journal of Forecasting, vol. 26, no. 4, pp. 836-857. https://doi.org/10.1016/j.ijforecast.2009.08.005

APA

CBE

MLA

Schrimpf, Andreas and Qingwei Wang. "A Reappraisal of the Leading Indicator Properties of the Yield Curve under Structural Instability". International Journal of Forecasting. 2010, 26(4). 836-857. https://doi.org/10.1016/j.ijforecast.2009.08.005

Vancouver

Author

Schrimpf, Andreas ; Wang, Qingwei. / A Reappraisal of the Leading Indicator Properties of the Yield Curve under Structural Instability. In: International Journal of Forecasting. 2010 ; Vol. 26, No. 4. pp. 836-857.

Bibtex

@article{282665e27a7c4593b878da67899b5571,
title = "A Reappraisal of the Leading Indicator Properties of the Yield Curve under Structural Instability",
author = "Andreas Schrimpf and Qingwei Wang",
year = "2010",
doi = "10.1016/j.ijforecast.2009.08.005",
language = "English",
volume = "26",
pages = "836--857",
journal = "International Journal of Forecasting",
issn = "0169-2070",
publisher = "Elsevier BV",
number = "4",

}

RIS

TY - JOUR

T1 - A Reappraisal of the Leading Indicator Properties of the Yield Curve under Structural Instability

AU - Schrimpf, Andreas

AU - Wang, Qingwei

PY - 2010

Y1 - 2010

U2 - 10.1016/j.ijforecast.2009.08.005

DO - 10.1016/j.ijforecast.2009.08.005

M3 - Journal article

VL - 26

SP - 836

EP - 857

JO - International Journal of Forecasting

JF - International Journal of Forecasting

SN - 0169-2070

IS - 4

ER -