...Anastasios Evgenidis; Costas Siriopoulos Purpose – For over two decades numerous studies have provided evidence on the predictive ability of the yield spread for real economic growth. While all this large literature has focussed on how well the spread helps predict real activity, none...

...George Chen; Abbas Valadkhani; Bligh Grant Purpose – The purpose of this paper is to examine the usefulness of the yield spread for forecasting growth in the Australian economy since 1969. Design/methodology/approach – This paper applies time series analysis to evaluate the in-sample...