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GROSS DOMESTIC PRODUCT GROWTH PREDICTIONS THROUGH THE YIELD SPREAD: TIME‐VARIATION AND STRUCTURAL BREAKS
16 references·2 citing·38 second hop
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References

  • 1994Comparing Predictive Accuracy5,495 cited
  • 1997Testing the equality of prediction mean squared errors2,103 cited
  • 1989New Indexes of Coincident and Leading Economic Indicators1,795 cited
  • 1991The Term Structure as a Predictor of Real Economic Activity1,739 cited
  • 2001Tests of equal forecast accuracy and encompassing for nested models1,178 cited
  • 1997The predictive power of the term structure of interest rates in Europe and the United States: Implications for the European Central Bank537 cited
  • 2000Testing for structural change in conditional models465 cited
  • 2003How Stable is the Predictive Power of the Yield Curve? Evidence from Germany and the United States348 cited
  • 2005Why Does the Yield Curve Predict Output and Inflation?329 cited
  • 1992A Procedure for Predicting Recessions With Leading Indicators: Econometric Issues and Recent Experience276 cited
  • 2009Comparing Greenbook and Reduced Form Forecasts Using a Large Realtime Dataset241 cited
  • 2006The Yield Curve and Predicting Recessions223 cited
  • 2004Is Inflation Persistence Intrinsic in Industrial Economies?218 cited
  • 2009Can the Term Spread Predict Output Growth and Recessions? A Survey of the Literature214 cited
  • 1998

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The Predictive Content of the Interest Rate Term Spread for Future Economic Growth
145 cited
  • 2006How Stable is the Forecasting Performance of the Yield Curve for Output Growth?*120 cited
  • Cited by

    • 2008The Cyclical Properties of Disaggregated Capital Flows26 cited
    • 2013Yield Curve as a Predictor of Recessions: Evidence from Panel Data13 cited