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Does the Yield Spread Predict Real Economic Activity?

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References

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2007Investigating time-variation in the marginal predictive power of the yield spread64 cited
2008The Yield Curve as a Predictor and Emerging Economies59 cited
1999A re-examination of the predictability of the yield spread for real economic activity *57 cited
2002Predicting recessions with interest rate spreads: a multicountry regime-switching analysis56 cited
2008The Yield Curve as a Leading Indicator: Frequently Asked Questions36 cited
2013The predictive power of yield spread: evidence from wavelet analysis

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33 cited

2004The term structure of interest rates in Japan: the predictability of economic activity32 cited

2008An analysis of the yield spread as a predictor of inflation in Brazil: Evidence from a wavelets approach21 cited

2002The expectation hypothesis in emerging financial markets: the case of Malaysia19 cited

2009Predicting European Union Recessions in the Euro Era: The Yield Curve as a Forecasting Tool of Economic Activity13 cited

2010Forecasting industrial production in Brazil: Evidence from a wavelet approach13 cited

2005El Tramo Corto de la Estructura a Plazo como Predictor de Expectativas de la Actividad Económica en Colombia13 cited