SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Yield Curve as a Predictor of Recessions: Evidence from Panel Data
16 references·0 citing·42 second hop
Yield Curve as a Predictor of Recessions: Evidence from Panel Data (2013)Yield Curve as a Predictor of Recessions:…Econometric Analysis of Panel Data (2021)Econometric Analysis of Panel…Predicting U.S. Recessions with Dynamic Binary Response Models (2008)Predicting U.S. Recessions wi…The Yield Curve as a Predictor of U.S. Recessions (2007)The Yield Curve as a Predicto…A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)A no-arbitrage vector autoreg…A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables (1999)A No-Arbitrage Vector Autoreg…Predicting U.S. Recessions: Financial Variables as Leading Indicators (1998)Predicting U.S. Recessions: F…Strengthening the Case for the Yield Curve as a Predictor of U.S. Recessions (1997)Strengthening the Case for th…Business Cycles for G7 and European Countries (1997)Business Cycles for G7 and Eu…Estimating and Interpreting the Yield Curve (1996)Estimating and Interpreting t…Predicting U.S. Recessions: Financial Variables as Leading Indicators (1995)Predicting U.S. Recessions: F…Effectiveness of neural network types for prediction of business failure (1995)Effectiveness of neural netwo…Qualitative Response Models: A Survey (1994)Qualitative Response Models: …The Yield Curve and Real Activity (1993)The Yield Curve and Real Acti…The Term Structure as a Predictor of Real Economic Activity (1991)The Term Structure as a Predi…The real term structure and consumption growth (1988)The real term structure and c…Limited-dependent and qualitative variables in econometrics (1983)Limited-dependent and qualita…Econometric Models for Count Data with an Application to the Patents-R&D Relationship (1984)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Econometric Analysis of Cross Section and Panel Data (2001)Introductory Econometrics for Finance (2008)A Theory of the Term Structure of Interest Rates (1985)Common risk factors in the returns on stocks and bonds (1993)Discretion versus policy rules in practice (1993)Stock Return Predictability: Is it There? (2001)Macro Factors and the Term Structure of Interest Rates (2006)A New Perspective on Gaussian Dynamic Term Structure Models (2010)Scoring the Leading Indicators (1989)A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series (2005)Dynamic probit models and financial variables in recession forecasting (2009)Calling recessions in real time (2010)The yield curve and the macro-economy across time and frequencies (2012)Econometric policy evaluation: A critique (1976)The theory and practice of econometrics (1986)The Information in Long-Maturity Forward Rates (1987)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Credit Spreads and Business Cycle Fluctuations (2012)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)New Indexes of Coincident and Leading Economic Indicators (1989)The macroeconomy and the yield curve: a dynamic latent factor approach (2005)What does the yield curve tell us about GDP growth? (2005)An equilibrium characterization of the term structure (1977)A consumption-based model of the term structure of interest rates☆ (2005)Bond Risk Premia (2005)Macro Factors in Bond Risk Premia (2009)The Econometrics of Financial Markets (2012)An Intertemporal Capital Asset Pricing Model (1973)Asset Prices in an Exchange Economy (1978)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)A multivariate model of strategic asset allocation (2002)Time-varying short-horizon predictability☆ (2010)A Reexamination of the Predictability of Economic Activity Using the Yield Spread (2002)How Stable is the Predictive Power of the Yield Curve? Evidence from Germany and the United States (2003)The Macroeconomy and the Yield Curve: A Dynamic Latent Factor Approach (2004)Does Foreign Direct Investment Increase the Productivity of Domestic Firms? In Search of Spillovers Through Backward Linkages (2004)Design and Analysis of Simulated Consumer Choice or Allocation Experiments: An Approach Based on Aggregate Data (1983)The Choice Theory Approach to Market Research (1986)The Determinants of Banking Crises in Developing and Developed Countries (1998)
this work references cited by second hop

References

  • 2021Econometric Analysis of Panel Data15,089 cited
  • 1983Limited-dependent and qualitative variables in econometrics13,257 cited
  • 1994Qualitative Response Models: A Survey1,971 cited
  • 1991The Term Structure as a Predictor of Real Economic Activity1,739 cited
  • 2003A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables1,687 cited
  • 1998Predicting U.S. Recessions: Financial Variables as Leading Indicators1,180 cited
  • 1988The real term structure and consumption growth703 cited
  • 1999A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables543 cited
  • 1995Predicting U.S. Recessions: Financial Variables as Leading Indicators366 cited
  • 2008Predicting U.S. Recessions with Dynamic Binary Response Models310 cited
  • 1996Estimating and Interpreting the Yield Curve285 cited
  • 1997Business Cycles for G7 and European Countries270 cited
  • 1995Effectiveness of neural network types for prediction of business failure202 cited
  • 1997Strengthening the Case for the Yield Curve as a Predictor of U.S. Recessions194 cited
  • 2007The Yield Curve as a Predictor of U.S. Recessions

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

190 cited
  • 1993The Yield Curve and Real Activity128 cited
  • Cited by

    No citing works inside the corpus for this window.