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Predicting Real Growth and Inflation with the Yield Spread
0 references·16 citing·47 second hopsampled
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  • 2007Do macro variables, asset markets, or surveys forecast inflation better?801 cited
  • 2001Forecasting Output and Inflation: The Role of Asset Prices485 cited
  • 2002A Reexamination of the Predictability of Economic Activity Using the Yield Spread375 cited
  • 2003How Stable is the Predictive Power of the Yield Curve? Evidence from Germany and the United States348 cited
  • 2009Have economic models’ forecasting performance for US output growth and inflation changed over time, and when?101 cited
  • 2015Forecasting Inflation Rates Using Daily Data: A Nonparametric MIDAS Approach63 cited
  • 2005Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?44 cited
  • 2005Leading Indicators: What Have We Learned?36 cited
  • 2000A Re-examination of the Predictability of Economic Activity Using the Yield Spread29 cited
  • 2018The yield spread's ability to forecast economic activity: What have we learned after 30 years of studies?27 cited
  • 2010The Predictive Power of the Yield Curve Across Countries and Time26 cited
  • 2008An analysis of the yield spread as a predictor of inflation in Brazil: Evidence from a wavelets approach21 cited
  • 2014Financial variables and economic activity in the Nordic countries20 cited
  • 2009

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A Required Yield Theory of Stock Market Valuation and Treasury Yield Determination
19 cited
  • 2007The Yield Curve, Recessions, and the Credibility of the Monetary Regime: Long-Run Evidence, 1875-199718 cited
  • 2007Nonlinear autoregressive leading indicator models of output in G‐7 countries17 cited