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Does the Term Structure Predict Recessions? The International Evidence
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Does the Term Structure Predict Recessions? The International Evidence (2005)Does the Term Structure Predict Recession…Business Cycles for G7 and European Countries (1997)Business Cycles for G7 and Eu…The Term Structure of Interest Rates and Its Role in Monetary Policy for The European Central Bank (1995)The Term Structure of Interes…Predicting U.S. Recessions: Financial Variables as Leading Indicators (1995)Predicting U.S. Recessions: F…International term structures and real economic growth (1994)International term structures…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…Financial Investment Opportunities and the Macroeconomy (1991)Financial Investment Opportun…A multicountry comparison of term-structure forecasts at long horizons (1991)A multicountry comparison of …The Information in the Longer Maturity Term Structure About Future Inflation (1990)The Information in the Longer…Term-structure forecasts of interest rates, inflation and real returns (1990)Term-structure forecasts of i…On the Predictive Power of Interest Rates and Interest Rate Spreads (1990)On the Predictive Power of In…On the Predictive Power of Interest Rates and Interest Rate Spreads (1990)On the Predictive Power of In…Econometric Models and Economic Forecasts (1990)Econometric Models and Econom…The Information in the Longer Maturity Term Structure about Future Inflation (1989)The Information in the Longer…Risk‐taking channel of monetary policy (2018)Risk‐taking channel of moneta…The Yield Curve as a Leading Indicator: Frequently Asked Questions (2008)The Yield Curve as a Leading …FORECASTING RECESSION IN SOUTH AFRICA: A COMPARISON OF THE YIELD CURVE AND OTHER ECONOMIC INDICATORS (2007)FORECASTING RECESSION IN SOUT…What Does the Yield Curve Tell us about GDP Growth? 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this work references cited by second hop

References

  • 1990Econometric Models and Economic Forecasts4,945 cited
  • 1991The Term Structure as a Predictor of Real Economic Activity1,739 cited
  • 1991Financial Investment Opportunities and the Macroeconomy844 cited
  • 1990Term-structure forecasts of interest rates, inflation and real returns444 cited
  • 1995Predicting U.S. Recessions: Financial Variables as Leading Indicators366 cited
  • 1994International term structures and real economic growth358 cited
  • 1997Business Cycles for G7 and European Countries270 cited
  • 1989The Information in the Longer Maturity Term Structure about Future Inflation256 cited
  • 1990On the Predictive Power of Interest Rates and Interest Rate Spreads246 cited
  • 1990The Information in the Longer Maturity Term Structure About Future Inflation209 cited
  • 1991A multicountry comparison of term-structure forecasts at long horizons198 cited
  • 1990On the Predictive Power of Interest Rates and Interest Rate Spreads196 cited
  • 1993The Yield Curve and Real Activity128 cited
  • 1995The Term Structure of Interest Rates and Its Role in Monetary Policy for The European Central Bank98 cited

Cited by

  • 2001Forecasting Recessions: Can We Do Better on MARS

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77 cited
  • 2018Risk‐taking channel of monetary policy61 cited
  • 2000Is there excess comovement of bond yields between countries?60 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
  • 2004What Does the Yield Curve Tell us about GDP Growth?53 cited
  • 2003The predictive power of the yield curve: a theoretical assessment50 cited
  • 2008The Yield Curve as a Leading Indicator: Frequently Asked Questions36 cited
  • 2007FORECASTING RECESSION IN SOUTH AFRICA: A COMPARISON OF THE YIELD CURVE AND OTHER ECONOMIC INDICATORS31 cited
  • 2000A Re-examination of the Predictability of Economic Activity Using the Yield Spread29 cited
  • 2004Bank Risk Strategies and Cyclical Variation in Bank Stock Returns29 cited
  • 1999European Business Cycles: New Indices and Analysis of their Synchronicity18 cited
  • 2001La pente des taux contient-elle de l'information sur l'activité économique future ?15 cited