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Financial Market Perceptions of Recession Risk
16 references·5 citing·36 second hop
Financial Market Perceptions of Recession Risk (2007)Financial Market Perceptions of Recession…Nonmonetary Effects of the Financial Crisis in the Propagation of the Great Depression (2024)Nonmonetary Effects of the Fi…The Yield Curve and Predicting Recessions (2006)The Yield Curve and Predictin…Output Fluctuations in the United States: What Has Changed Since the Early 1980s? (2006)Output Fluctuations in the Un…Forecasting recessions using the yield curve (2005)Forecasting recessions using …How Stable is the Predictive Power of the Yield Curve? Evidence from Germany and the United States (2003)How Stable is the Predictive …Forecasting Output and Inflation: The Role of Asset Prices (2003)Forecasting Output and Inflat…Forecasting Output and Inflation: The Role of Asset Prices (2003)Forecasting Output and Inflat…A Reexamination of the Predictability of Economic Activity Using the Yield Spread (2002)A Reexamination of the Predic…Forecasting Output and Inflation: The Role of Asset Prices (2001)Forecasting Output and Inflat…The Information in the High Yield Bond Spread for the Business Cycle: Evidence and Some Implications (1999)The Information in the High Y…Predicting U.S. Recessions: Financial Variables as Leading Indicators (1998)Predicting U.S. Recessions: F…Predicting U.S. Recessions: Financial Variables as Leading Indicators (1995)Predicting U.S. Recessions: F…Money, Income, Prices and Interest Rates (1992)Money, Income, Prices and Int…The Term Structure as a Predictor of Real Economic Activity (1991)The Term Structure as a Predi…Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression (1983)Non-Monetary Effects of the F…Output Fluctuations in the United States: What Has Changed since the Early 1980's?Output Fluctuations in the Un…Does the yield curve signal recessions? New evidence from an international panel data analysis (2022)Does the yield curve signal r…Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach (2012)Credit Spreads as Predictors …Changes in Bank Lending Standards and the Macroeconomy (2012)Changes in Bank Lending Stand…Forecasting Recessions using Stall Speeds (2011)Forecasting Recessions using …Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach (2011)Credit Spreads as Predictors …Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Sectoral job creation and destruction responses to oil price changes (2001)Credit Booms Gone Bust: Monetary Policy, Leverage Cycles and Financial Crises, 1870-2008 (2009)Credit Spreads and Business Cycle Fluctuations (2012)The Debt-Deflation Theory of Great Depressions (1933)Money and Capital in Economic Development. (1974)Credit Rationing in Markets with Imperfect Information (1981)Bank Runs, Deposit Insurance, and Liquidity (1983)The Benefits of Lending Relationships: Evidence from Small Business Data (1994)Chapter 21 The financial accelerator in a quantitative business cycle framework (1999)Comparing Predictive Accuracy (1994)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Identifying the interdependence between US monetary policy and the stock market (2008)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks (2013)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Diversification in Banking: Is Noninterest Income the Answer? (2004)The Macroeconomic Effects of Oil Shocks: Why are the 2000s So Different from the 1970s? (2007)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)New Indexes of Coincident and Leading Economic Indicators (1989)The macroeconomy and the yield curve: a dynamic latent factor approach (2005)What does the yield curve tell us about GDP growth? (2005)What is an Oil Shock? (2000)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)American Economic Review (2019)Does Corporate Headquarters Location Matter for Stock Returns? (2006)Macroeconomic Effects From Government Purchases and Taxes * (2011)Bank governance, regulation and risk taking (2008)
this work references cited by second hop

References

  • 1983Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression2,173 cited
  • n.d.Output Fluctuations in the United States: What Has Changed since the Early 1980's?1,867 cited
  • 1991The Term Structure as a Predictor of Real Economic Activity1,739 cited
  • 2024Nonmonetary Effects of the Financial Crisis in the Propagation of the Great Depression1,701 cited
  • 1998Predicting U.S. Recessions: Financial Variables as Leading Indicators1,180 cited
  • 2003Forecasting Output and Inflation: The Role of Asset Prices1,076 cited
  • 2003Forecasting Output and Inflation: The Role of Asset Prices864 cited
  • 1992Money, Income, Prices and Interest Rates660 cited
  • 2006Output Fluctuations in the United States: What Has Changed Since the Early 1980s?597 cited
  • 2001Forecasting Output and Inflation: The Role of Asset Prices478 cited
  • 1995Predicting U.S. Recessions: Financial Variables as Leading Indicators366 cited
  • 2002A Reexamination of the Predictability of Economic Activity Using the Yield Spread357 cited
  • 2003How Stable is the Predictive Power of the Yield Curve? Evidence from Germany and the United States348 cited
  • 1999The Information in the High Yield Bond Spread for the Business Cycle: Evidence and Some Implications319 cited

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  • 2006The Yield Curve and Predicting Recessions223 cited
  • 2005Forecasting recessions using the yield curve194 cited
  • Cited by

    • 2012Changes in Bank Lending Standards and the Macroeconomy29 cited
    • 2011Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach27 cited
    • 2022Does the yield curve signal recessions? New evidence from an international panel data analysis26 cited
    • 2012Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach24 cited
    • 2011Forecasting Recessions using Stall Speeds12 cited