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Are financial spreads useful indicators of future inflation and output growth in EU countries?
2 references·16 citing·49 second hopsampled
Are financial spreads useful indicators of future inflation and output growth in EU countries? (1997)Are financial spreads useful indicators o…Evidence on Structural Instability in Macroeconomic Time Series Relations (1994)Evidence on Structural Instab…Agency Costs, Net Worth, And Business Fluctuations (1988)Agency Costs, Net Worth, And …The Predictive Power of the Yield Curve Across Countries and Time (2015)The Predictive Power of the Y…The dynamics of housing returns in Singapore: How important are the international transmission mechanisms? (2011)The dynamics of housing retur…The Predictive Power of the Yield Curve across Countries and Time (2010)The Predictive Power of the Y…Financial variables and euro area growth: A non-parametric causality analysis (2009)Financial variables and euro …Dynamic probit models and financial variables in recession forecasting (2009)Dynamic probit models and fin…Equity Prices, Productivity Growth and ‘The New Economy’ (2006)Equity Prices, Productivity G…Does the Yield Spread Predict Recessions in the Euro Area?* (2005)Does the Yield Spread Predict…Predicting real growth and the probability of recession in the Euro area using the yield spread (2004)Predicting real growth and th…Domestic and international influences on business cycle regimes in Europe (2004)Domestic and international in…Euro Area Corporate Debt Securities Market: First Empirical Evidence (2003)Euro Area Corporate Debt Secu…Background studies for the ECB's evaluation of its monetary policy strategy (2003)Background studies for the EC…Predicting recessions with interest rate spreads: a multicountry regime-switching analysis (2002)Predicting recessions with in…La pente des taux contient-elle de l’information sur l’activité économique future ? (2001)La pente des taux contient-el…A Re-Examination of the Predictability of Economic Activity Using the Yield Spread (2001)A Re-Examination of the Predi…Interest rate spreads as predictors of German inflation and business cycles (2000)Interest rate spreads as pred…A re-examination of the predictability of the yield spread for real economic activity * (1999)A re-examination of the predi…Moral Hazard and Observability (1979)Optimal contracts and competitive markets with costly state verification (1979)Theory ahead of business-cycle measurement (1986)Financial Constraints Risk (2006)Market Liquidity and Funding Liquidity (2008)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)ARCH modeling in finance (1992)The Econometrics of Financial Markets (1997)Forecasting Economic and Financial Variables with Global VARs (2008)Credit Spreads and Business Cycle Fluctuations (2011)The Econometrics of Financial Markets (2012)Oil price shocks, global financial markets and their connectedness (2020)The real term structure and consumption growth (1988)The Term Structure as a Predictor of Real Economic Activity (1991)The predictive power of the term structure of interest rates in Europe and the United States: Implications for the European Central Bank (1997)Does Correlation between Stock Returns Really Increase During Turbulent Period? 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this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1988Agency Costs, Net Worth, And Business Fluctuations4,382 cited
  • 1994Evidence on Structural Instability in Macroeconomic Time Series Relations600 cited

Cited by

  • 2009Dynamic probit models and financial variables in recession forecasting162 cited
  • 2003Background studies for the ECB's evaluation of its monetary policy strategy138 cited
  • 2005Does the Yield Spread Predict Recessions in the Euro Area?*129 cited
  • 2001La pente des taux contient-elle de l’information sur l’activité économique future ?115 cited
  • 2001A Re-Examination of the Predictability of Economic Activity Using the Yield Spread99 cited
  • 2004Predicting real growth and the probability of recession in the Euro area using the yield spread91 cited
  • 2015The Predictive Power of the Yield Curve Across Countries and Time76 cited
  • 2010The Predictive Power of the Yield Curve across Countries and Time75 cited
  • 2003Euro Area Corporate Debt Securities Market: First Empirical Evidence72 cited
  • 2011The dynamics of housing returns in Singapore: How important are the international transmission mechanisms?67 cited
  • 2004Domestic and international influences on business cycle regimes in Europe66 cited
  • 2000Interest rate spreads as predictors of German inflation and business cycles

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59 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
  • 2006Equity Prices, Productivity Growth and ‘The New Economy’51 cited
  • 2009Financial variables and euro area growth: A non-parametric causality analysis48 cited