Predicting U.S. Recessions: Financial Variables as Leading IndicatorsArturo Estrella, Frederic S. Mishkin1995-12-01reportNational Bureau of Economic Research366 citationsgreenNo readable copy stored yet — this record is metadata only.Monetary Policy and Economic ImpactGlobal Financial Crisis and PoliciesForecasting Techniques and ApplicationsAbstractCLCqW ucjnqpiCitations in this libraryStored only when both papers are in the corpus — 366 citations exist upstream.Cited by2002A Reexamination of the Predictability of Economic Activity Using the Yield Spread2003How Stable is the Predictive Power of the Yield Curve? Evidence from Germany and the United States2004The Macroeconomy and the Yield Curve: A Dynamic Latent Factor Approach2006Interest rate derivatives at commercial banks: An empirical investigation2009Can the Term Spread Predict Output Growth and Recessions? A Survey of the Literature1996Predicting Real Growth Using the Yield Curve1997Strengthening the Case for the Yield Curve as a Predictor of U.S. Recessions2010Determinants of Euro Term Structure of Credit Spreads