References

• 1992ARCH modeling in finance4,288 cited
• 1983Oil and the Macroeconomy since World War II3,823 cited
• 2000What is an Oil Shock?2,194 cited
• 1991The Term Structure as a Predictor of Real Economic Activity1,739 cited
• 1996This is what happened to the oil price-macroeconomy relationship1,684 cited
• 1998Predicting U.S. Recessions: Financial Variables as Leading Indicators1,180 cited
• 1994Chapter 49 Arch models880 cited
• 1988The real term structure and consumption growth703 cited
• 1997The predictive power of the term structure of interest rates in Europe and the United States: Implications for the European Central Bank537 cited
• 1990Term-structure forecasts of interest rates, inflation and real returns444 cited
• 1990What does the term structure tell us about future inflation?428 cited
• 1998Business Cycle Fluctuations in U.S. Macroeconomic Time Series418 cited
• 1994International term structures and real economic growth358 cited
• 1996Another Look at Models of the Short-Term Interest Rate306 cited
• 1998Does the term structure predict recessions? The international evidence264 cited