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Does the Term Structure Predict Recessions? The International Evidence · Study

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PreprintDoes the Term Structure Predict Recessions? The International Evidence

Stefan Gerlach2005

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Preprintgreen2005

Does the Term Structure Predict Recessions? The International Evidence

Stefan Gerlach · Henri Bernard

83 citations·0/0 files stored·SSRN Electronic Journal

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Monetary Policy and Economic Impact Financial Markets and Investment Strategies Forecasting Techniques and Applications

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References

1990Econometric Models and Economic Forecasts 1991The Term Structure as a Predictor of Real Economic Activity 1991Financial Investment Opportunities and the Macroeconomy 1990Term-structure forecasts of interest rates, inflation and real returns 1995Predicting U.S. Recessions: Financial Variables as Leading Indicators 1994International term structures and real economic growth 1997Business Cycles for G7 and European Countries 1989The Information in the Longer Maturity Term Structure about Future Inflation

Cited by

2001Forecasting Recessions: Can We Do Better on MARS 2018Risk‐taking channel of monetary policy 2000Is there excess comovement of bond yields between countries?1999A re-examination of the predictability of the yield spread for real economic activity *2002Predicting recessions with interest rate spreads: a multicountry regime-switching analysis 2004What Does the Yield Curve Tell us about GDP Growth?

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2000Interest rate spreads as predictors of German inflation and business cyclesarticle · 9 shared references 2001A Re-Examination of the Predictability of Economic Activity Using the Yield Spreadpreprint · 7 shared references 1995Money, interest rate spreads, and economic activityarticle · 7 shared references 2005What Does the Yield Curve Tell Us About GDP Growth?preprint · 6 shared references 2001The Information Content of the Yield Curve for Monetary Policy: A Surveychapter · 6 shared references 2006Monetary Policy and Rejections of the Expectations Hypothesispreprint · 6 shared references

Details

Year2005

Typepreprint

Published2005-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations83

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.2139/ssrn.125508

openalex_workW2017531167

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2003The predictive power of the yield curve: a theoretical assessment

2008The Yield Curve as a Leading Indicator: Frequently Asked Questions