Paya Ivan

Ivan Paya

Information about the author Ivan Paya will soon be added to the site.
Found 3 papers in total
Forecasting monetary policy rules in South Africa
Forecasting monetary policy rules in South Africa
2012
This paper is the first one to: (i) provide in‐sample estimates of linear and...
Asymmetry in the link between the yield spread and industrial production: threshold effects and forecasting
Asymmetry in the link between the yield spread and industrial production: threshold effects and forecasting
2004
We analyse the nonlinear behaviour of the information content in the spread for future...
Predicting real growth and the probability of recession in the Euro area using the yield spread
Predicting real growth and the probability of recession in the Euro area using the yield spread
2005
Although the spread has been established as a leading indicator of economic activity,...
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