The Yield Spread and Inflation as Leading Indicators of Future Economic Activity - The Case of Sweden
(2011) NEKK01 20102Department of Economics
- Abstract (Swedish)
- The aim of this paper is to examine the abilities of the yield curve and inflation in terms of predicting future real growth in the case of Sweden.
Methodology: The methodology is a quantitative study using the single and multiple regression model based on econometric theory.
Theory: The theoretical framework is built on the slope of the yield curve and its significance in predicting future economic activity.
Conclusion: The thesis concludes that although the yield spread has shown to be a strong predictor of economic activity in previous research, it does not perform as well predicting future GDP growth in Sweden, with or without inflation as an additional explanatory variable.
Please use this url to cite or link to this publication:
http://lup.lub.lu.se/student-papers/record/1788257
- author
- Hormozastarabady, Delaram LU
- supervisor
- organization
- course
- NEKK01 20102
- year
- 2011
- type
- M2 - Bachelor Degree
- subject
- keywords
- Multiple Regression Model, Yield Curve, Yield Spread, Inflation, Leading Indicators
- language
- English
- id
- 1788257
- date added to LUP
- 2011-02-18 11:14:56
- date last changed
- 2011-02-18 11:14:56
@misc{1788257, abstract = {{The aim of this paper is to examine the abilities of the yield curve and inflation in terms of predicting future real growth in the case of Sweden. Methodology: The methodology is a quantitative study using the single and multiple regression model based on econometric theory. Theory: The theoretical framework is built on the slope of the yield curve and its significance in predicting future economic activity. Conclusion: The thesis concludes that although the yield spread has shown to be a strong predictor of economic activity in previous research, it does not perform as well predicting future GDP growth in Sweden, with or without inflation as an additional explanatory variable.}}, author = {{Hormozastarabady, Delaram}}, language = {{eng}}, note = {{Student Paper}}, title = {{The Yield Spread and Inflation as Leading Indicators of Future Economic Activity - The Case of Sweden}}, year = {{2011}}, }