An analysis on the accuracy of the yield curve in predicting the Malaysian economy: A 20 years' perspective

Previous researchers have argued that yield curve contains information for future growth, and to a certain extent, was accurate in predicting recessions through the signal of yield curve inversion. This paper provides new evidence on the long- and short-run relationship between economic growth and y...

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Bibliographic Details
Main Author: Rahman, Maya Puspa
Format: Conference or Workshop Item
Language:English
English
Published: 2017
Subjects:
Online Access:http://irep.iium.edu.my/64072/
http://irep.iium.edu.my/64072/19/64072-letter.pdf
http://irep.iium.edu.my/64072/3/ICAEP%20UM%20MY_slides.pdf