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The Term Structure and Real Activity in Canada
16 references·2 citing·46 second hop
The Term Structure and Real Activity in Canada (2021)The Term Structure and Real Activity in C…The Term Structure as a Predictor of Real Economic Activity (1991)The Term Structure as a Predi…The Term Structure and World Economic Growth (1991)The Term Structure and World …An Indicator of Future Inflation Extracted From the Steepness of the Interest Rate Yield Curve Along Its Entire Length (1991)An Indicator of Future Inflat…What does the term structure tell us about future inflation? (1990)What does the term structure …The Federal Funds Rate and the Channels of Monetary Transnission (1990)The Federal Funds Rate and th…Term-structure forecasts of interest rates, inflation and real returns (1990)Term-structure forecasts of i…On the Predictive Power of Interest Rates and Interest Rate Spreads (1990)On the Predictive Power of In…A Multi-Country Study of the Information in the Term Structure about Future Inflation (1989)A Multi-Country Study of the …The real term structure and consumption growth (1988)The real term structure and c…The information in the term structure: Some further results (1988)The information in the term s…Stock Returns, Inflation, and Real Activity in Canada (1988)Stock Returns, Inflation, and…An interest rate-based indicator of monetary policy (1988)An interest rate-based indica…The Changing Behavior of the Term Structure of Interest Rates (1986)The Changing Behavior of the …The information in the term structure (1984)The information in the term s…An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)An intertemporal asset pricin…Asset Prices in an Exchange Economy (1978)Asset Prices in an Exchange E…The predictive content of the term premium for GDP growth in Canada: Evidence from linear, Markov-switching and probit estimations (2017)The predictive content of the…Price discovery in the Hong Kong real estate market (2001)Price discovery in the Hong K…MONEY, INCOME, AND CAUSALITY (1972)Alternative Explanations of the Money-Income Correlation (1986)Credit, Money, and Aggregate Demand (1988)DOES MONETARY POLICY GENERATE RECESSIONS? (2006)Financial Intermediaries and Monetary Economics (2010)The Transmission of Monetary Policy Shocks (2017)Trends and random walks in macroeconmic time series (1982)Dividend yields and expected stock returns (1988)Business conditions and expected returns on stocks and bonds (1989)A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables (1999)Household Risk Management and Optimal Mortgage Choice (2003)The Term Structure of Real Rates and Expected Inflation (2007)Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates (1983)Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage (1987)A multivariate model of strategic asset allocation (2002)Financial Markets and the Real Economy (2005)Short- Term Interest Rates as Predictors of Inflation (2021)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)A Theory of the Term Structure of Interest Rates (1985)Efficient Capital Markets: II (1991)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Common risk factors in the returns on stocks and bonds (1993)Rational Expectations and the Theory of Price Movements (1961)Aspects of the Theory of Risk-Bearing. (1966)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The equity premium: A puzzle (1985)Economic Forces and the Stock Market (1986)Econometric policy evaluation: A critique (1976)The theory and practice of econometrics (1986)The Information in Long-Maturity Forward Rates (1987)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Credit Spreads and Business Cycle Fluctuations (2012)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Cointegration and Tests of Present Value Models (1987)What Moves the Stock and Bond Markets? A Variance Decomposition for Long‐Term Asset Returns (1993)Inflation Illusion and Stock Prices (2004)An Intertemporal Capital Asset Pricing Model (1973)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Interest rates and the conduct of monetary policy (1991)Asset Pricing at the Millennium (2000)Time-varying short-horizon predictability☆ (2010)New index of coincident indicators: A multivariate Markov switching factor model approach (1995)Understanding the behavior of bank spreads in Latin America (2000)Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach (2013)
this work references cited by second hop

References

  • 1978Asset Prices in an Exchange Economy5,057 cited
  • 1979An intertemporal asset pricing model with stochastic consumption and investment opportunities2,694 cited
  • 1991The Term Structure as a Predictor of Real Economic Activity1,739 cited
  • 1988The real term structure and consumption growth703 cited
  • 1984The information in the term structure659 cited
  • 1990The Federal Funds Rate and the Channels of Monetary Transnission658 cited
  • 1986The Changing Behavior of the Term Structure of Interest Rates472 cited
  • 1990Term-structure forecasts of interest rates, inflation and real returns444 cited
  • 1990What does the term structure tell us about future inflation?428 cited
  • 1990On the Predictive Power of Interest Rates and Interest Rate Spreads196 cited
  • 1991The Term Structure and World Economic Growth191 cited
  • 1988An interest rate-based indicator of monetary policy151 cited
  • 1988The information in the term structure: Some further results131 cited
  • 1989A Multi-Country Study of the Information in the Term Structure about Future Inflation56 cited
  • 1988Stock Returns, Inflation, and Real Activity in Canada37 cited

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  • 1991An Indicator of Future Inflation Extracted From the Steepness of the Interest Rate Yield Curve Along Its Entire Length18 cited
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    • 2001Price discovery in the Hong Kong real estate market76 cited
    • 2017The predictive content of the term premium for GDP growth in Canada: Evidence from linear, Markov-switching and probit estimations15 cited