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The Predictive Power of the Yield Spread: Further Evidence and a Structural Interpretation

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2005Why Does the Yield Curve Predict Output and Inflation?329 cited
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2002Dynamic Inconsistencies: Counterfactual Implications of a Class of Rational-Expectations Models281 cited

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2018Why does the yield-curve slope predict recessions?25 cited
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2021Does the Yield Curve Predict Output?15 cited
2017The predictive content of the term premium for GDP growth in Canada: Evidence from linear, Markov-switching and probit estimations15 cited