This paper examines whether the spread between long-and short-terminterest rates
contains information about future economic activity in India. Using the yields on securities …

In the present paper we apply multiresolution decomposition in order to test if the Brazilian
yield spread has informational content in the prediction of inflation. Additionally, we …

In this study, a hybrid method based on coupling discrete wavelet transforms (DWTs) and
artificial neural network (ANN) for yield spread forecasting is proposed. The discrete wavelet …

The present paper studies the informational content of the Brazilian term structure of interest
rate. We apply multiresolution decomposition to the spread and to the industrial production …

This paper investigates a model utilising the term structure of interest rates to predict output
growth and recession in the UK. In contrast to previous literature, information retrieved from …

This paper examines whether the spread between long-and short-term interest rates
contains information about future economic activity in India. Using the yields on securities …

This paper examines the existence of time series non-linearity in the real output
growth/recession-term spread relationship. Vector Autoregression (VAR), Threshold VAR …

Forecasting crises has always been an interesting and important topic for econometricians
or statisticians. Literature suggests that government bond yields can be a valid leading …