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Please use this identifier to cite or link to this item: https://hdl.handle.net/1959.11/15328
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dc.contributor.authorChen, Georgeen
local.source.editorEditor(s): Mahbubul Hoque Bhuiyanen
dc.date.accessioned2014-06-30T15:37:00Z-
dc.date.issued2013-
dc.identifier.citationProceedings of the Global Business and Finance Research Conference (Finance)en
dc.identifier.isbn9781922069344en
dc.identifier.urihttps://hdl.handle.net/1959.11/15328-
dc.description.abstractThis paper examines the predictive content of the yield curve for output growth in Australia. The results indicate that the yield curve consistently outperforms other key economic indicators in forecasting output growth in Australia, both in-sample and out-of-sample. However, the results also signal possible structural breaks in this predictive relationship, with a smaller mean squared forecast error since 1995. As such, both private investors and policy makers should be cautious when using the yield curve in the decision-making process.en
dc.languageenen
dc.publisherWorld Business Instituteen
dc.relation.ispartofProceedings of the Global Business and Finance Research Conferenceen
dc.titleHow Useful Is the Yield Curve as a Predictor for Output Growth in Australia?en
dc.typeConference Publicationen
dc.relation.conferenceGlobal Business and Finance Research Conferenceen
dc.subject.keywordsTime-Series Analysisen
dc.subject.keywordsFinancial Economicsen
dc.subject.keywordsMacroeconomics (incl Monetary and Fiscal Theory)en
local.contributor.firstnameGeorgeen
local.subject.for2008140207 Financial Economicsen
local.subject.for2008140212 Macroeconomics (incl Monetary and Fiscal Theory)en
local.subject.for2008140305 Time-Series Analysisen
local.subject.seo2008910199 Macroeconomics not elsewhere classifieden
local.subject.seo2008910108 Monetary Policyen
local.profile.schoolUNE Business Schoolen
local.profile.emailgchen2@une.edu.auen
local.output.categoryE3en
local.record.placeauen
local.record.institutionUniversity of New Englanden
local.identifier.epublicationsrecordune-20140613-125933en
local.date.conference28th - 29th October, 2013en
local.conference.placeTaipei, Taiwanen
local.publisher.placeMelbourne, Australiaen
local.identifier.runningnumberPaper No. 327en
local.identifier.issueFinanceen
local.contributor.lastnameChenen
dc.identifier.staffune-id:gchen2en
local.profile.orcid0000-0002-8519-9340en
local.profile.roleauthoren
local.identifier.unepublicationidune:15544en
dc.identifier.academiclevelAcademicen
local.title.maintitleHow Useful Is the Yield Curve as a Predictor for Output Growth in Australia?en
local.output.categorydescriptionE3 Extract of Scholarly Conference Publicationen
local.relation.urlhttp://www.wbiworldconpro.com/pages/previous_confo/taiwan-conference-2013en
local.conference.detailsGlobal Business and Finance Research Conference, Taipei, Taiwan, 28th - 29th October, 2013en
local.search.authorChen, Georgeen
local.uneassociationUnknownen
local.year.published2013en
local.subject.for2020380107 Financial economicsen
local.subject.for2020380112 Macroeconomics (incl. monetary and fiscal theory)en
local.subject.for2020380205 Time-series analysisen
local.subject.seo2020150208 Monetary policyen
local.date.start2013-10-28-
local.date.end2013-10-29-
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