On accuracy of survey forecasts of US mortgage spread

The cyclical variation behavior of the mortgage spread has motivated some studies to investigate its relationship to economic activity. Indeed, recent empirical findings indicate that the mortgage spread is a determinant/predictor of economic activity. We define the mortgage spread as the difference...

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Bibliographic Details
Main Author: Hamid Baghestani
Format: Article
Language:English
Published: Taylor & Francis Group 2018-01-01
Series:Cogent Economics & Finance
Subjects:
Online Access:http://dx.doi.org/10.1080/23322039.2018.1457467