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Cited by

• 2001Yield curve estimation by kernel smoothing methods101 cited
• 2013Yield Curve Modeling and Forecasting66 cited
• 1999A re-examination of the predictability of the yield spread for real economic activity *57 cited
• 2005Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?44 cited
• 2008The Yield Curve as a Leading Indicator: Frequently Asked Questions36 cited
• 2021Predicting Canadian Recessions Using Financial Variables: A Probit Approach29 cited
• 2000A Re-examination of the Predictability of Economic Activity Using the Yield Spread29 cited
• 1992The Term Structure of Interest Rates, Real Activity and Inflation28 cited
• 1998The Information Content of the Inflation Term Structure25 cited
• 2008The effects of inflation uncertainty on interest rates: a nonlinear approach20 cited
• 1997Interest rates, banking spreads and credit supply: the real effects18 cited
• 2003The Predictability of FOMC Decisions: Evidence from the Volcker and Greenspan Chairmanships17 cited
• 2016Does the central bank directly respond to output and inflation uncertainties in Turkey?15 cited
• 1996An empirical exploration of revisions in US national income aggregates