References

• 1991Yield Spreads and Interest Rate Movements: A Bird's Eye View1,780 cited
• 1991The Term Structure as a Predictor of Real Economic Activity1,739 cited
• 1988Testing Linearity Against Smooth Transition Autoregressive Models1,365 cited
• 1998Predicting U.S. Recessions: Financial Variables as Leading Indicators1,180 cited
• 1999Has the U.S. Economy Become More Stable? A Bayesian Approach Based on a Markov-Switching Model of the Business Cycle1,174 cited
• 2003Forecasting Output and Inflation: The Role of Asset Prices1,076 cited
• 1992Characterizing nonlinearities in business cycles using smooth transition autoregressive models890 cited
• 2005What does the yield curve tell us about GDP growth?815 cited
• 1988The real term structure and consumption growth703 cited
• 1997The predictive power of the term structure of interest rates in Europe and the United States: Implications for the European Central Bank537 cited
• 1989Forecasts of Economic Growth from the Bond and Stock Markets424 cited
• 1994International term structures and real economic growth358 cited
• 2005Why Does the Yield Curve Predict Output and Inflation?329 cited
• 2003The European business cycle297 cited
• 2004Forecasting economic and financial time-series with non-linear models