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The Yield Spread and Inflation as Leading Indicators of Future Economic Activity - The Case of Sweden

Hormozastarabady, Delaram LU (2011) NEKK01 20102
Department 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.
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author
Hormozastarabady, Delaram LU
supervisor
organization
course
NEKK01 20102
year
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},
  keyword      = {Multiple Regression Model,Yield Curve,Yield Spread,Inflation,Leading Indicators},
  language     = {eng},
  note         = {Student Paper},
  title        = {The Yield Spread and Inflation as Leading Indicators of Future Economic Activity - The Case of Sweden},
  year         = {2011},
}