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The term spread as a monthly cyclical indicator: an evaluation. (2000). Stekler, Herman ; Boulier, Bryan.
In: Economics Letters.
RePEc:eee:ecolet:v:66:y:2000:i:1:p:79-83.

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Cited: 13

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Cites: 7

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  1. Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M.
    In: BIS Papers.
    RePEc:bis:bisbps:95.

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  2. .

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  3. Asset prices and macroeconomic outcomes : a survey. (2017). Kose, Ayhan ; Claessens, Stijn.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:8259.

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  4. Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn.
    In: Koç University-TUSIAD Economic Research Forum Working Papers.
    RePEc:koc:wpaper:1718.

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  5. Asset prices and macroeconomic outcomes: A survey. (2017). Kose, Ayhan ; Claessens, Stijn.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2017-76.

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  6. Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12460.

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  7. Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn.
    In: BIS Working Papers.
    RePEc:bis:biswps:676.

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  8. The US zero-coupon yield spread as a predictor of excess daily stock market volatility. (2014). Li, Matthew C..
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:24:y:2014:i:13:p:889-906.

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  9. Forecasting US recessions with various risk factors and dynamic probit models. (2012). Ng, Eric ; Ng, Eric C. Y., .
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:34:y:2012:i:1:p:112-125.

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  10. An empirical analysis of information in the yield spread on future recessions in Japan. (2011). Hasegawa, Masashi ; Fukuta, Yuichi .
    In: Applied Economics.
    RePEc:taf:applec:v:43:y:2011:i:15:p:1865-1881.

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  11. Predictive financial models of the euro area: A new evaluation test. (2007). Panopoulou, Ekaterini.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:23:y:2007:i:4:p:695-705.

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  12. Testing for short- and long-run causality: A frequency-domain approach. (2006). Candelon, Bertrand ; Breitung, Jörg.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:132:y:2006:i:2:p:363-378.

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  13. Testing for Parameter Stability in Dynamic Models across Frequencies. (2005). Cubadda, Gianluca ; Candelon, Bertrand.
    In: Research Memorandum.
    RePEc:unm:umamet:2005022.

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References

References cited by this document

  1. Bernanke, B. On the predictive power of interest rates and interest rate spreads. 1990 New England Economic Review. Nov./Dec. 51-68

  2. Dueker, M. Strengthening the case for the yield curve as a predictor of U.S. recessions. 1997 Federal Reserve Bank of St. Louis Review. 79 41-50

  3. Ericsson, N., Campos, J., Tran, H., 1991. PC-Give and David Hendry’s econometric methodology. Board of Governors of the Federal Reserve System International Finance Discussion Paper No. 406.

  4. Estrella, A. ; Hardouvelis, G. The term structure as a predictor of real economic activity. 1991 Journal of Finance. 46 555-576

  5. Estrella, A. ; Mishkin, F. Predicting U.S. recessions: financial variables as leading indicators. 1998 Review of Economics and Statistics. 80 45-61

  6. Friedman, B. ; Kuttner, K. Indicator properties of the paper-bill spread: lessons from recent experience. 1998 Review of Economics and Statistics. 80 34-43

  7. Lahiri, K. ; Wang, J. Interest rate spreads as predictors of business cycles. 1996 En : Maddala, G. ; Rao, C. . Elsevier: Amsterdam
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Cocites

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  1. Predicting Output and Inflation in Less Developed Financial Markets Using the Yield Curve: Evidence from Malaysia. (2011). Zulkhibri, Muhamed ; Abdul Majid, Muhamed Zulkhibri, .
    In: MPRA Paper.
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  2. Do financial variables help predict the state of the business cycle in small open economies? Evidence from Switzerland. (2011). Zanetti, Attilio ; Ranaldo, Angelo ; Meichle, Mario.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:25:y:2011:i:4:p:435-453.

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  3. METASDE INFLAÇÃO E ESTRUTURA A TERMO DAS TAXAS DE JUROS - UMA ANÁLISE DAINFLUÊNCIA DA CREDIBILIDADE SOBRE O SPREAD DA TAXA DE JUROS DE LONGOPRAZO NO BRASIL. (2011). Montes, Gabriel ; JÚLIO CESAR ALBUQUERQUE BASTOS, .
    In: Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting].
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  4. Heterogeneity in Stock Pricing: A STAR Model with Multivariate Transition Functions. (2010). Lof, Matthijs.
    In: MPRA Paper.
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  5. Austrian business cycle theory: Empirical evidence. (2009). Bismans, Francis ; Mougeot, Christelle.
    In: The Review of Austrian Economics.
    RePEc:kap:revaec:v:22:y:2009:i:3:p:241-257.

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  6. Market volatility and retail interest rate pass-through. (2009). wang, kuan min ; Lee, Yuan-Ming .
    In: Economic Modelling.
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  7. How well do individuals predict the selling prices of their homes?. (2008). Jimenez-Martin, Sergi ; Heiland, Frank ; Benitez-Silva, Hugo ; Eren, Selcuk .
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  8. The term structure and the expectations hypothesis: a threshold model. (2008). Modena, Matteo.
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  9. Yield curve, time varying term premia, and business cycle fluctuations. (2008). Modena, Matteo.
    In: MPRA Paper.
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  10. An Empirical Analysis of the Curvature Factor of the Term Structure of Interest Rates. (2008). Modena, Matteo.
    In: Working Papers.
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  11. How Well do Individuals Predict the Selling Prices of their Homes?. (2008). Jimenez-Martin, Sergi ; Heiland, Frank ; Benitez-Silva, Hugo ; Eren, Selcuk .
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  12. How well do Individuals predict the Selling Prices of their Homes?. (2007). Jimenez-Martin, Sergi ; Heiland, Frank ; Benitez-Silva, Hugo ; Hugo Benitez-Silva Selcuk Eren Frank Heiland Sergi, .
    In: Department of Economics Working Papers.
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  13. Three aspects of the Swiss term structure: an empirical survey. (2007). Gerlach-Kristen, Petra.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:21:y:2007:i:2:p:221-240.

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  14. Interest Rate Spreads in English-Speaking African Countries. (2007). Crowley, Joe.
    In: IMF Working Papers.
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  15. Quantifying Inflation Pressure and Monetary Policy Response in the United States. (2006). Shintani, Mototsugu ; Weymark, Diana N..
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  16. Investigating the Relationships between the Yield Curve, Output and Inflation using an Arbitrage-Free Version of the Nelson and Siegel Class of Yield Curve Models. (2005). Krippner, Leo.
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  17. FORECASTING OUTPUT GROWTH AND INFLATION IN THE EURO AREA: ARE FINANCIAL SPREADS USEFUL?. (2005). Nobili, Andrea.
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  18. A Heliocentric Journey into Germanys Great Depression. (2004). Weder, Mark.
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  19. Revisiting the Ability of Interest Rate Spreads to Predict Recessions: Evidence for a. (2003). Gómez Biscarri, Javier ; Galar, Esther Fernandez.
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  20. La estructura temporal de tasas de interés en México: ¿Puede predecir la actividad económica futura?. (2003). Castellanos, Sara ; Camero, Eduardo .
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  22. Default risks, interest rate spreads, and business cycles: Explaining the interest rate spread as a leading indicator. (2002). Kwark, Noh-Sun.
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  23. Interest Rate Effects on Output: Evidence from a GDP Forecasting Model for South Africa. (2002). muellbauer, john ; Aron, Janine.
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  24. Did Sunspot Forces Cause the Great Depression?. (2002). Weder, Mark ; Harrison, Sharon.
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  25. Interpreting the Term Structure of Interbank Rates in Hong Kong. (2002). Gerlach, Stefan.
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  31. The term spread as a monthly cyclical indicator: an evaluation. (2000). Stekler, Herman ; Boulier, Bryan.
    In: Economics Letters.
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  33. A Re-examination of the Predictability of Economic Activity Using the Yield Spread. (2000). Kim, Dong Heon ; Hamilton, James.
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  34. Interest rates, banking spreads and credit supply: the real effects. (1997). Mojon, Benoit ; Coudert, Virginie.
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  37. When is monetary policy effective?. (1995). Brunner, Allan ; Ammer, John.
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  41. Indicator Properties of the Paper-Bill Spread: Lessons from Recent Experiences. (1994). Kuttner, Kenneth ; Friedman, Benjamin M..
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  43. A Model of Target Changes and the Term Structure of Interest Rates. (1993). Bertola, Giuseppe ; Balduzzi, Pierluigi ; Foresi, Silverio .
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  44. Monetary Policy and Bank Lending. (1993). Stein, Jeremy ; Kashyap, Anil.
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  45. Stochastic Trends and Short-Run Relationships Between Financial Variables and Real Activity. (1993). Ramey, Valerie ; Granger, Clive ; Konishi, Toru.
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  46. Selecting an intermediate target variable for monetary policy when the goal is price stability. (1992). Belongia, Michael.
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  47. Monetary Policy, Business Cycles and the Behavior of Small Manufacturing Firms. (1991). Gilchrist, Simon ; Gertler, Mark.
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  48. Why Does the Paper-Bill Spread Predict Real Economic Activity?. (1991). Kuttner, Kenneth ; Friedman, Benjamin M..
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  49. Money, Output and Prices: Evidence from A New Monetary Aggregate. (1991). Rotemberg, Julio ; Poterba, James ; Driscoll, John.
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  50. Recession probability indexes: a survey. (1991). Huh, Chan G..
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