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What does the yield curve tell us about GDP growth? · Study

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ArticleWhat does the yield curve tell us about GDP growth?

Andrew Ang2005

Article2005

What does the yield curve tell us about GDP growth?

Andrew Ang · Monika Piazzesi · Min Wei

815 citations·0/0 files stored·Journal of Econometrics

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Monetary Policy and Economic Impact Financial Markets and Investment Strategies Forecasting Techniques and Applications

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 815 citations exist upstream.

References

1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle 1993Discretion versus policy rules in practice 1994Comparing Predictive Accuracy 1995Comparing Predictive Accuracy 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*1983Empirical exchange rate models of the seventies 1989The federal funds rate and the channels of monetary transmission 1998Monetary Policy Shocks: What Have We Learned and to What End?

Cited by

2012Credit Spreads and Business Cycle Fluctuations 2009Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy 2005A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series 2007Do macro variables, asset markets, or surveys forecast inflation better?2013Risk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks 2009Credit market shocks and economic fluctuations: Evidence from corporate bond and stock markets 2005Financial Markets and the Real Economy 2008A Macro‐Finance Model of the Term Structure, Monetary Policy and the Economy

Details

Year2005

Typearticle

Published2005-03-17

VenueJournal of Econometrics

ISSN-L0304-4076

Languageen

Citations815

Files0 public / 0

ShelfMonetary Policy and Economic Impact

Identifiers

doi10.1016/j.jeconom.2005.01.032

openalex_workW3021590600

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