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Assessing the predictive power of financial spreads in the euro area: does parameters instability matter?
16 references·16 citing·38 second hopsampled
Assessing the predictive power of financial spreads in the euro area: does parameters instability matter? (2006)Assessing the predictive power of financi…An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)An Estimated Dynamic Stochast…Comparing Predictive Accuracy (2002)Comparing Predictive AccuracyNominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2001)Nominal Rigidities and the Dy…The Science of Monetary Policy: A New Keynesian Perspective (1999)The Science of Monetary Polic…The Financial Accelerator in a Quantitative Business Cycle Framework (1998)The Financial Accelerator in …Predicting U.S. Recessions: Financial Variables as Leading Indicators (1998)Predicting U.S. Recessions: F…Comparing Predictive Accuracy (1994)Comparing Predictive AccuracyYield Spreads and Interest Rate Movements: A Bird's Eye View (1991)Yield Spreads and Interest Ra…The Term Structure as a Predictor of Real Economic Activity (1991)The Term Structure as a Predi…Inference in Linear Time Series Models with some Unit Roots (1990)Inference in Linear Time Seri…Forecasting, Structural Time Series Models and the Kalman Filter (1990)Forecasting, Structural Time …New Indexes of Coincident and Leading Economic Indicators (1989)New Indexes of Coincident and…Forecasting With Bayesian Vector Autoregressions—Five Years of Experience (1986)Forecasting With Bayesian Vec…Forecasting and conditional projection using realistic prior distributions (1984)Forecasting and conditional p…Forecasting and Conditional Projection Using Realistic Prior Distributions (1983)Forecasting and Conditional P…Macroeconomics and Reality (1980)Macroeconomics and RealityComparing forecast accuracy: A Monte Carlo investigation (2012)Comparing forecast accuracy: …With a little help from abroad: The effect of low-skilled immigration on the female labour supply (2011)With a little help from abroa…Service Regulation and Growth: Evidence from OECD Countries (2011)Service Regulation and Growth…On vector autoregressive modeling in space and time (2010)On vector autoregressive mode…On Analyzing the World Distribution of Income (2010)On Analyzing the World Distri…How Does Immigration Affect Native Internal Mobility? New Evidence from Italy (2010)How Does Immigration Affect N…Educational choices and the selection process: before and after compulsory schooling (2010)Educational choices and the s…Asset‐based measurement of poverty (2010)Asset‐based measurement of po…What Determines Debt Intolerance? The Role of Political and Monetary Institutions (2009)What Determines Debt Intolera…The labor market impact of immigration in Western Germany in the 1990s (2009)The labor market impact of im…Output Growth Volatility and Remittances (2009)Output Growth Volatility and …Innovation and Productivity in SMEs - Empirical Evidence for Italy (2009)Innovation and Productivity i…Agglomeration and growth: The effects of commuting costs (2009)Agglomeration and growth: The…What Are Borders Made of? An Analysis of Barriers to European Banking Integration (2008)What Are Borders Made of? 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this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1980Macroeconomics and Reality12,826 cited
  • 1994Comparing Predictive Accuracy5,495 cited
  • 1999The Science of Monetary Policy: A New Keynesian Perspective4,927 cited
  • 1998The Financial Accelerator in a Quantitative Business Cycle Framework4,624 cited
  • 1990Forecasting, Structural Time Series Models and the Kalman Filter4,101 cited
  • 2003An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area3,519 cited
  • 1990Inference in Linear Time Series Models with some Unit Roots2,561 cited
  • 1989New Indexes of Coincident and Leading Economic Indicators1,795 cited
  • 1991Yield Spreads and Interest Rate Movements: A Bird's Eye View1,780 cited
  • 2002Comparing Predictive Accuracy1,745 cited
  • 1991The Term Structure as a Predictor of Real Economic Activity1,739 cited
  • 2001Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy1,448 cited
  • 1986Forecasting With Bayesian Vector Autoregressions—Five Years of Experience1,231 cited
  • 1983Forecasting and Conditional Projection Using Realistic Prior Distributions1,209 cited
  • 1984Forecasting and conditional projection using realistic prior distributions1,203 cited

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

  • 1998Predicting U.S. Recessions: Financial Variables as Leading Indicators1,180 cited
  • Cited by

    • 2011Service Regulation and Growth: Evidence from OECD Countries502 cited
    • 2010Asset‐based measurement of poverty473 cited
    • 2009Output Growth Volatility and Remittances444 cited
    • 2010On Analyzing the World Distribution of Income432 cited
    • 2011With a little help from abroad: The effect of low-skilled immigration on the female labour supply395 cited
    • 2010Educational choices and the selection process: before and after compulsory schooling332 cited
    • 2009Innovation and Productivity in SMEs - Empirical Evidence for Italy327 cited
    • 2010How Does Immigration Affect Native Internal Mobility? New Evidence from Italy286 cited
    • 2009What Determines Debt Intolerance? The Role of Political and Monetary Institutions285 cited
    • 2012Comparing forecast accuracy: A Monte Carlo investigation284 cited
    • 2009The labor market impact of immigration in Western Germany in the 1990s278 cited
    • 2008What Are Borders Made of? An Analysis of Barriers to European Banking Integration267 cited
    • 2008Agglomeration and Growth: The Effects of Commuting Costs260 cited
    • 2009Agglomeration and growth: The effects of commuting costs256 cited
    • 2010On vector autoregressive modeling in space and time255 cited
    • 2008Housing Market Spillovers: Evidence from an Estimated DSGE Model254 cited