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The Near-Term Forward Yield Spread as a Leading Indicator: A Less Distorted Mirror
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The Near-Term Forward Yield Spread as a Leading Indicator: A Less Distorted Mirror (2019)The Near-Term Forward Yield Spread as a L…Economic Forecasts with the Yield Curve (2018)Economic Forecasts with the Y…Forecasting Recessions: The Puzzle of the Enduring Power of the Yield Curve (2009)Forecasting Recessions: The P…The U.S. Treasury yield curve: 1961 to the present (2007)The U.S. Treasury yield curve…A Comparison of the Real-Time Performance of Business Cycle Dating Methods (2007)A Comparison of the Real-Time…Predicting U.S. Recessions: Financial Variables as Leading Indicators (1998)Predicting U.S. Recessions: F…(Don't Fear) The Yield Curve, Reprise (2022)(Don't Fear) The Yield Curve,…When and why do stock and bond markets predict US economic growth? (2021)When and why do stock and bon…Does the Yield Curve Predict Output? (2021)Does the Yield Curve Predict …Asset Purchase Programs in European Emerging Markets (2021)Asset Purchase Programs in Eu…A Reappraisal of the Causal Relationship between Sentiment Proxies and Stock Returns (2020)A Reappraisal of the Causal R…Why does the yield-curve slope predict recessions? (2018)Why does the yield-curve slop…The Term Structure as a Predictor of Real Economic Activity (1991)Asymptotic Inference about Predictive Ability (1996)Evaluating the Classification of Economic Activity into Recessions and Expansions (2011)A discussion on: Of Quantiles and Expectiles: Consistent Scoring Functions, Choquet Representations, and Forecast Ranking, by W. Ehm, T. Gneiting, A. Jordan, and A. Krueger (2016)Change Detection and the Causal Impact of the Yield Curve (2018)Measuring Business Cycles (1947)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)New Indexes of Coincident and Leading Economic Indicators (1989)Frontiers of Real-Time Data Analysis (2011)Market Expectations in the Cross‐Section of Present Values (2013)Time‐Varying Fund Manager Skill (2013)Parsimonious Modeling of Yield Curves (1987)The Information in Long-Maturity Forward Rates (1987)A Preferred-Habitat Model of the Term Structure of Interest Rates (2009)The Econometrics of Financial Markets (2012)Pricing the term structure with linear regressions (2013)Intermediary asset pricing: New evidence from many asset classes (2017)What does the yield curve tell us about GDP growth? (2005)Text-Based Recession Probabilities (2022)Prospect Theory: An Analysis of Decision under Risk (1979)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)How to do Xtabond2: An Introduction to Difference and System GMM in Stata (2009)Impact of education, age and gender on investor's sentiment: A survey of practitioners (2021)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)The federal funds rate and the channels of monetary transmission (1989)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Measuring the systemic risk in indirect financial networks (2021)The financial market's ability to forecast economic growth: information from sectoral movements (2023)Discretion versus policy rules in practice (1993)Comparing Predictive Accuracy (1995)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Value and Capital: An Inquiry into Some Fundamental Principles of Economic Theory. (1939)The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy (2011)Microeconomic analysis (2022)Monetary Finance (2022)A financial stress index for a highly dollarized developing country: The case of Lebanon (2020)Perceptions About Monetary Policy (2024)The macroeconomy and the yield curve: a dynamic latent factor approach (2005)Credit Spreads and Business Cycle Fluctuations (2012)
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References

  • 2007The U.S. Treasury yield curve: 1961 to the present1,337 cited
  • 1998Predicting U.S. Recessions: Financial Variables as Leading Indicators1,180 cited
  • 2007A Comparison of the Real-Time Performance of Business Cycle Dating Methods334 cited
  • 2009Forecasting Recessions: The Puzzle of the Enduring Power of the Yield Curve294 cited
  • 2018Economic Forecasts with the Yield Curve55 cited

Cited by

  • 2020A Reappraisal of the Causal Relationship between Sentiment Proxies and Stock Returns28 cited
  • 2018Why does the yield-curve slope predict recessions?25 cited
  • 2021When and why do stock and bond markets predict US economic growth?15 cited
  • 2021Does the Yield Curve Predict Output?15 cited
  • 2021Asset Purchase Programs in European Emerging Markets15 cited
  • 2022(Don't Fear) The Yield Curve, Reprise10 cited

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