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A Joint Dynamic Bi-Factor Model of the Yield Curve and the Economy as a Predictor of Business Cycles. (2009). Senyuz, Zeynep ; Chauvet, Marcelle.
In: MPRA Paper.
RePEc:pra:mprapa:15076.

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  1. Measuring Business Cycles Intra-Synchronization in US: A Regime-switching Interdependence Framework. (2017). Leiva-Leon, Danilo.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:79:y:2017:i:4:p:513-545.

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  2. Measuring business cycles intra-synchronization in us: a regime-switching interdependence framework. (2017). Leiva-Leon, Danilo.
    In: Working Papers.
    RePEc:bde:wpaper:1726.

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  3. Change Detection and the Causal Impact of the Yield Curve. (2016). Shi, Shuping ; Phillips, Peter ; Hurn, Stan ; PEter, .
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:2058.

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  4. Change Detection and the Casual Impact of the Yield Curve. (2015). Shi, Shuping ; Phillips, Peter ; Hurn, Stan ; PEter, .
    In: NCER Working Paper Series.
    RePEc:qut:auncer:2015_05.

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  5. Dating Business Cycle Turning Points for the French Economy: a MS-DFM approach. (2015). Petronevich, Anna ; Doz, Catherine.
    In: Documents de travail du Centre d'Economie de la Sorbonne.
    RePEc:mse:cesdoc:15009.

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  6. Dating Business Cycle Turning Points for the French Economy: a MS-DFM approach. (2015). Doz, Catherine ; Petronevich, Anna.
    In: Post-Print.
    RePEc:hal:journl:hal-01159200.

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  7. Dating Business Cycle Turning Points for the French Economy: a MS-DFM approach. (2015). Petronevich, Anna ; Doz, Catherine.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:hal-01159200.

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  8. A New Approach to Infer Changes in the Synchronization of Business Cycle Phases. (2014). Leiva-Leon, Danilo.
    In: Staff Working Papers.
    RePEc:bca:bocawp:14-38.

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  9. A New Approach to Infer Changes in the Synchronization of Business Cycle Phases. (2013). Leiva-Leon, Danilo.
    In: MPRA Paper.
    RePEc:pra:mprapa:54452.

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  10. Out-of-sample equity premium prediction: economic fundamentals vs. moving-average rules. (2010). Zhou, Guofu ; Tu, Jun ; Neely, Christopher ; Rapach, David E..
    In: Working Papers.
    RePEc:fip:fedlwp:2010-008.

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References

References cited by this document

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