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PREDICTING THE PROBABILITY OF A RECESSION WITH NONLINEAR AUTOREGRESSIVE LEADING-INDICATOR MODELS
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PREDICTING THE PROBABILITY OF A RECESSION WITH NONLINEAR AUTOREGRESSIVE LEADING-INDICATOR MODELS (2001)PREDICTING THE PROBABILITY OF A RECESSION…Forecasting Output (2013)Forecasting OutputChanges in predictive ability with mixed frequency data (2013)Changes in predictive ability…A BIVARIATE AUTOREGRESSIVE PROBIT MODEL: BUSINESS CYCLE LINKAGES AND TRANSMISSION OF RECESSION PROBABILITIES (2013)A BIVARIATE AUTOREGRESSIVE PR…Combining probability forecasts (2010)Combining probability forecas…Forecast encompassing tests and probability forecasts (2009)Forecast encompassing tests a…A reappraisal of the leading indicator properties of the yield curve under structural instability (2009)A reappraisal of the leading …The Yield Curve as a Leading Indicator: Frequently Asked Questions (2008)The Yield Curve as a Leading …An analysis of the yield spread as a predictor of inflation in Brazil: Evidence from a wavelets approach (2008)An analysis of the yield spre…Nonlinear autoregressive leading indicator models of output in G‐7 countries (2007)Nonlinear autoregressive lead…Chapter 16 Leading Indicators (2006)Chapter 16 Leading IndicatorsNonlinear monetary policy in Europe: fact or myth? (2004)Nonlinear monetary policy in …A comparison of tests of nonlinear cointegration with application to the predictability of US interest rates using the term structure (2004)A comparison of tests of nonl…Statistical analysis of cointegration vectors (1988)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Sectoral Survey-based Confidence Indicators for Europe* (2010)The Combination of Forecasts (1969)Combining forecasts: A review and annotated bibliography (1989)Comparing Predictive Accuracy (1994)Combination schemes for turning point predictions (2012)Forecast Combinations in a DSGE‐VAR Lab (2016)Stock Returns, Expected Returns, and Real Activity (1990)The Term Structure as a Predictor of Real Economic Activity (1991)Predicting U.S. Recessions: Financial Variables as Leading Indicators (1998)Forecasting banking crises with dynamic panel probit models (2018)The Information in Long-Maturity Forward Rates (1987)A wavelet-based nonlinear ARDL model for assessing the exchange rate pass-through to crude oil prices (2014)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)TESTING THE EXPECTATIONS THEORY OF THE TERM STRUCTURE OF INTEREST RATES IN THRESHOLD MODELS (2003)Fiscal Policies and Credit Regimes: A TVAR Approach (2013)The effects of the Food Reserve Agency on maize market prices in Zambia (2013)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Approximately normal tests for equal predictive accuracy in nested models (2006)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Predicting severe simultaneous recessions using yield spreads as leading indicators (2012)Risk-return trade-off for European stock markets (2016)The yield spread's ability to forecast economic activity: What have we learned after 30 years of studies? (2018)Oil and the Macroeconomy since World War II (1983)Evaluating Interval Forecasts (1998)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Econometric policy evaluation: A critique (1976)Macroeconomics and Reality (1980)Central Bank Macroeconomic Forecasting During the Global Financial Crisis: The European Central Bank and Federal Reserve Bank of New York Experiences (2014)GDP Forecasting: Machine Learning, Linear or Autoregression? (2021)Granger Causality Tests with Mixed Data Frequencies (2009)Doubling Your Monetary Base and Surviving: Some International Experience (2010)Weekly economic activity: Measurement and informational content (2021)
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Cited by

  • 2013Forecasting Output93 cited
  • 2010Combining probability forecasts68 cited
  • 2013Changes in predictive ability with mixed frequency data61 cited
  • 2006Chapter 16 Leading Indicators46 cited
  • 2009Forecast encompassing tests and probability forecasts46 cited
  • 2004A comparison of tests of nonlinear cointegration with application to the predictability of US interest rates using the term structure39 cited
  • 2008The Yield Curve as a Leading Indicator: Frequently Asked Questions36 cited
  • 2009A reappraisal of the leading indicator properties of the yield curve under structural instability34 cited
  • 2013A BIVARIATE AUTOREGRESSIVE PROBIT MODEL: BUSINESS CYCLE LINKAGES AND TRANSMISSION OF RECESSION PROBABILITIES23 cited
  • 2008An analysis of the yield spread as a predictor of inflation in Brazil: Evidence from a wavelets approach21 cited
  • 2007Nonlinear autoregressive leading indicator models of output in G‐7 countries17 cited
  • 2004Nonlinear monetary policy in Europe: fact or myth?16 cited

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