The prediction of economic activity growth by sovereign bond spreads in Scandinavia
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216224%3A14560%2F16%3A00091068" target="_blank" >RIV/00216224:14560/16:00091068 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
The prediction of economic activity growth by sovereign bond spreads in Scandinavia
Original language description
The steepness of the bond yield curve should be an excellent indicator of a possible future economic activity. A rise in the short rate tends to flatten the yield curve as well as to slow down real growth the near term. The relationship between the spread and future GDP activity was proved already before. One question remains – which spread is the best for the future prediction? Is it the spread between sovereign 10-year bonds and 3-month bonds or 30-year and 1- year or 10-year and 1-year sovereign bonds? This paper aims to analyse which spread is the most suitable for predicting of future economic growth in Scandinavia (Denmark, Finland, Norway and Sweden) between the years 2000 and 2016. The natural and probably the most popular measure of economic growth is GDP growth, taken quarterly.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
AE - Management, administration and clerical work
OECD FORD branch
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Result continuities
Project
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Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2016
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Conference Proceedings of 14th International Scientific Conference Economic Policy in the European Union Member Countries
ISBN
9788075102102
ISSN
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e-ISSN
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Number of pages
8
Pages from-to
250-257
Publisher name
Silesian University in Opava, School of Business Administration in Karvina
Place of publication
Karviná
Event location
Petrovice u Karviné
Event date
Jan 1, 2016
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
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