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LUP Student Papers

LUND UNIVERSITY LIBRARIES

Kunde den inverterade avkastningskurvan prediktera finanskrisen?

Norling, Nicklas (2009)
Department of Economics
Abstract
Purpose: The purpose with this paper is to investigate if the inverted yield curve was a good predictor of the financial crisis and the following U.S recession and, if this is the case, which yield spread had highest level of significance.
Methodology: The methodology is a quantitative study with a simple linear regression model based on econometric theory.
Theory: The theoretical framework is built on hypothesis about the curvature of the yield curve and general causes of interest rates.
Conclusion: The conclusion of this thesis is that the slope of the yield curve is significant predictor of future GDP growth.
Please use this url to cite or link to this publication:
author
Norling, Nicklas
supervisor
organization
year
type
M2 - Bachelor Degree
subject
keywords
Yield curve, GDP, yield, simple linear regression model, recession, Economics, econometrics, economic theory, economic systems, economic policy, Nationalekonomi, ekonometri, ekonomisk teori, ekonomiska system, ekonomisk politik
language
Swedish
id
1436841
date added to LUP
2009-06-05 00:00:00
date last changed
2010-08-03 10:52:19
@misc{1436841,
  abstract     = {{Purpose: The purpose with this paper is to investigate if the inverted yield curve was a good predictor of the financial crisis and the following U.S recession and, if this is the case, which yield spread had highest level of significance.
Methodology: The methodology is a quantitative study with a simple linear regression model based on econometric theory.
Theory: The theoretical framework is built on hypothesis about the curvature of the yield curve and general causes of interest rates.
Conclusion: The conclusion of this thesis is that the slope of the yield curve is significant predictor of future GDP growth.}},
  author       = {{Norling, Nicklas}},
  language     = {{swe}},
  note         = {{Student Paper}},
  title        = {{Kunde den inverterade avkastningskurvan prediktera finanskrisen?}},
  year         = {{2009}},
}