Please use this identifier to cite or link to this item:
http://dspace.lib.uom.gr/handle/2159/25351
Author: | Κουτρούδης, Στυλιανός |
Title: | The yield curve as a predictor of GDP and unemployment: the case of G7 |
Date Issued: | 2020 |
Department: | Πρόγραμμα Μεταπτυχιακών Σπουδών Εφαρμοσμένα Οικονομικά |
Supervisor: | Φουντάς, Στυλιανός |
Abstract: | The yield curve - the difference between the long-term bond yield and the short treasury- is one of the most-watched financial indicators especially for its forecasting abilities towards the real economy and how it is going to respond. In this paper, we re-examine the yield curve and its predicting abilities for GDP and the Unemployment rate for the G7 industrial countries. This research contributes to taking the most recent years into account for multiple countries. We conclude that for GDP growth the yield curve is still a consistent predictor but it is not the most suitable for the case of Unemployment rate |
Keywords: | Spread GDP Forecasting Unemployment |
Information: | Διπλωματική εργασία--Πανεπιστήμιο Μακεδονίας, Θεσσαλονίκη, 2020. |
Appears in Collections: | ΠΜΣ Εφαρμοσμένα Οικονομικά και Χρηματοοικονομικά (Πρώην Εφαρμοσμένα Οικονομικά) (Μ) |
Files in This Item:
File | Description | Size | Format | |
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KoutroudisStylianosMsc2020.pdf | 1.98 MB | Adobe PDF | View/Open | |
KoutroudisStylianosMsc2020present.pdf | Παρουσίαση | 2.51 MB | Adobe PDF | View/Open |
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