SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Forecasting Euro-Area Recessions Using Time-Varying Binary Response Models for Financial Markets
16 references·12 citing·33 second hop
Forecasting Euro-Area Recessions Using Time-Varying Binary Response Models for Financial Markets (2009)Forecasting Euro-Area Recessions Using Ti…Predicting U.S. Recessions with Dynamic Binary Response Models (2008)Predicting U.S. Recessions wi…Output Fluctuations in the United States: What Has Changed Since the Early 1980s? (2006)Output Fluctuations in the Un…Chapter 10 Forecasting with Many Predictors (2006)Chapter 10 Forecasting with M…Why Does the Yield Curve Predict Output and Inflation? (2005)Why Does the Yield Curve Pred…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…Macroeconomic Forecasting Using Diffusion Indexes (2002)Macroeconomic Forecasting Usi…Forecasting Output and Inflation: The Role of Asset Prices (2001)Forecasting Output and Inflat…What is an Oil Shock? (2000)What is an Oil Shock?Predicting U.S. Recessions: Financial Variables as Leading Indicators (1998)Predicting U.S. Recessions: F…The predictive power of the term structure of interest rates in Europe and the United States: Implications for the European Central Bank (1997)The predictive power of the t…Predicting U.S. Recessions: Financial Variables as Leading Indicators (1995)Predicting U.S. Recessions: F…International term structures and real economic growth (1994)International term structures…The Term Structure as a Predictor of Real Economic Activity (1991)The Term Structure as a Predi…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…Dynamic Factor Models: A Review of the Literature (2013)Dynamic Factor Models: A Revi…Price, wage and employment response to shocks: evidence from the WDN survey (2012)Price, wage and employment re…Macro-financial linkages and business cycles: A factor-augmented probit approach (2012)Macro-financial linkages and …Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession (2012)Financial variables as leadin…Wealth Effects: The French Case (2010)Wealth Effects: The French Ca…Stockholding: Does Housing Wealth Matter? (2010)Stockholding: Does Housing We…National Borders Matter... Where One Draws the Lines Too (2010)National Borders Matter... Wh…Forecasting Inflation in France (2010)Forecasting Inflation in Fran…Financial Shocks and Optimal Policy (2010)Financial Shocks and Optimal …Central Bank Liquidity and Market Liquidity: The Role of Collateral Provision on the French Government Debt Securities Market (2010)Central Bank Liquidity and Ma…Asset-Price Boom-Bust Cycles and Credit: What is the Scope of Macro-Prudential Regulation? (2010)Asset-Price Boom-Bust Cycles …Econometric policy evaluation: A critique (1976)Limited-dependent and qualitative variables in econometrics (1983)The federal funds rate and the channels of monetary transmission (1989)A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables (1999)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Oil and the Macroeconomy since World War II (1983)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Facts and Fantasies about Commodity Futures (2006)The Economic Effects of Energy Price Shocks (2008)THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)Forecasting Using Principal Components From a Large Number of Predictors (2002)Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure (2006)Measuring Uncertainty (2015)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)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)The theory and practice of econometrics (1986)The Information in Long-Maturity Forward Rates (1987)Credit Spreads and Business Cycle Fluctuations (2012)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)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)
this work references cited by second hop

References

  • 2002Macroeconomic Forecasting Using Diffusion Indexes2,550 cited
  • 2000What is an Oil Shock?2,194 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
  • 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
  • 2006Output Fluctuations in the United States: What Has Changed Since the Early 1980s?597 cited
  • 1997The predictive power of the term structure of interest rates in Europe and the United States: Implications for the European Central Bank537 cited
  • 2001Forecasting Output and Inflation: The Role of Asset Prices478 cited
  • 2006Chapter 10 Forecasting with Many Predictors382 cited
  • 1995Predicting U.S. Recessions: Financial Variables as Leading Indicators366 cited
  • 1994International term structures and real economic growth358 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?

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

329 cited
  • 2008Predicting U.S. Recessions with Dynamic Binary Response Models310 cited
  • Cited by

    • 2012Price, wage and employment response to shocks: evidence from the WDN survey90 cited
    • 2010Asset-Price Boom-Bust Cycles and Credit: What is the Scope of Macro-Prudential Regulation?57 cited
    • 2010Financial Shocks and Optimal Policy36 cited
    • 2012Financial variables as leading indicators of GDP growth: Evidence from a MIDAS approach during the Great Recession34 cited
    • 2010Forecasting Inflation in France34 cited
    • 2013Dynamic Factor Models: A Review of the Literature27 cited
    • 2022Does the yield curve signal recessions? New evidence from an international panel data analysis26 cited
    • 2010Stockholding: Does Housing Wealth Matter?21 cited
    • 2010Central Bank Liquidity and Market Liquidity: The Role of Collateral Provision on the French Government Debt Securities Market19 cited
    • 2010Wealth Effects: The French Case18 cited
    • 2012Macro-financial linkages and business cycles: A factor-augmented probit approach17 cited
    • 2010National Borders Matter... Where One Draws the Lines Too17 cited