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Does an Inverted Yield Curve Predict Recessions?

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dc.contributor.advisor Johnson, Marianne
dc.contributor.author DeRosier, Ryan
dc.date.accessioned 2008-06-11T17:34:45Z
dc.date.available 2008-06-11T17:34:45Z
dc.date.issued 2008-06-11T17:34:45Z
dc.identifier.uri http://digital.library.wisc.edu/1793/28238
dc.description Oshkosh Scholar, Volume 3, 2008, pp. 8-15. en
dc.description.abstract This paper examines the factors that determine the rate of growth of Gross Domestic Product in the U.S. economy for the years 1976-2006, with an emphasis on the role of the yield curve in predicting economic growth. Using multiple regression analyses, I examined the impact of a number of independent variables, including year, year-squared, the money supply, the unemployment rate, the lag distribution of unemployment, the inflation rate, the lag distribution of the inflation rate, the current account balance, the lag distribution of the current account, and the yield curve. I found that an inverted yield curve raises the probability of a recession in the next period; this relationship is statistically significant. en
dc.description.provenance Submitted by Debra Duncan (duncan@uwosh.edu) on 2008-06-11T17:22:29Z No. of bitstreams: 1 derosier.pdf: 409640 bytes, checksum: abf820de94a96d53bf793be4874c1db9 (MD5) en
dc.description.provenance Approved for entry into archive by Debra Duncan(duncan@uwosh.edu) on 2008-06-11T17:34:45Z (GMT) No. of bitstreams: 1 derosier.pdf: 409640 bytes, checksum: abf820de94a96d53bf793be4874c1db9 (MD5) en
dc.description.provenance Made available in DSpace on 2008-06-11T17:34:45Z (GMT). No. of bitstreams: 1 derosier.pdf: 409640 bytes, checksum: abf820de94a96d53bf793be4874c1db9 (MD5) en
dc.format.extent 409640 bytes
dc.format.mimetype application/pdf
dc.language.iso en_US en
dc.subject Gross Domestic Product en
dc.subject Gross domestic product--Econometric models en
dc.title Does an Inverted Yield Curve Predict Recessions? en
dc.type Article en

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