- Aky?ld?z, K., (2003), “ Getiri Fark? Ekonomik Aktivitenin Tahmininde Öncü Gösterge ??levi Görebilir Mi? Türkiye Örne?i” Hazine Dergisi, Say?:16, 1-20.
Paper not yet in RePEc: Add citation now
Chen, N. (1991), “Financial Investment Opportunities and the Macroeconomy,” Journal of Finance 46, 529-554.
- Chow, G. C. (1960) “Test of Equality between Sets of Coefficients in Two Linear Regressions.” Econometrica, 25, 591-605.
Paper not yet in RePEc: Add citation now
Dotsey, M. (1998), “The Predictive Content of Interest Rate Term Spread for Future Economic Growth.” Federal Reserve Bank of Richmond Economic Quarterly, 84, Summer 31-51.
- Eitrheim, Q. ve T. Terasvirta (1996), “Testing the Adequacy of STAR Models.” Journal of Econometrics, 74, 59-76.
Paper not yet in RePEc: Add citation now
Estrella, A. (1997), “Why Do Interest Rates Predict Macro Outcomes? A Unified Theory of Inflation, Output, Interest, and Policy,” Federal Reserve Bank of New York Research Paper No. 9717.
Estrella, A. (1998a), “A New Measure of Fit for Equations with Dichotomous Dependent Variables,” Journal of Business and Economic Statistics 16, 198-205. 24.
- Estrella, A. (1998b), “Monetary Policy and predictive Power of the Term Structure of Interest Rates,” Federal Reserve Bank of New York.
Paper not yet in RePEc: Add citation now
Estrella, A. and F. S. Mishkin. (1995), “The Term Structure of Interest Rates and Its Role in Monetary Policy for the European Central Bank.” National Bureau of Economic Research Working Paper, 5279.
Estrella, A. and F. S. Mishkin. (1996a), “Predicting U.S. Recessions: Financial Variables as leading Indicators.” Federal Reserve Bank of New York, Research Paper, 9609.
Estrella, A., A. P. Rodriguez and S. Schichs (2000), “How Stable Is the Predictive Power of Yield Curve? Evidence from Germany and the United State.” Discussion Paper. Federal Reserve Bank of New York Research Paper 9717.
Estrella, A., and A. P. Rodriguez (1998), “Consistent Covariance Matrix Estimation in Probit Models with Autocorrelated Errors,” Federal Reserve Bank of New York Staff Report No. 39.
Frankel, J. A. ve C. S. Lown (1994), “An Indicator of Future Inflation Extracted from the Steepness of the Interest Rate Yield Curve Along its Entire Length.” The Quarterly Journal of Economics, 517-530.
Fuhrer, J.C. and G.R. Moore (1995) “Monetary Policy Trade offs and the Correlation Between nominal interest rates and real output”, American Economic Review 85, 219-239.
Galbraith, B. and G.Tkacz (2000) “Testing for Asymmetry in the Link between the Yield Spread and Output in the G7 Countries.” Journal of International Money and Finance, 19, 657-672.
- Granger, C. W. J. and T. Terasvirta (1993), Modeling Nonlinear Economic Relationships. Advanced Texts in Econometrics, Oxford University Press.
Paper not yet in RePEc: Add citation now
Hamilton, J. D. and D. H. Kim. (2002), “A Re-examination of the Predictability of Economic Activity Using the Spread.” Journal of Money, Credit, and Banking, 34, 2-10.
- Harvey, C. (1989), “Forecast of Economic Growth from the Bond and Stock Market.” Financial Analysts Journal, 38-45.
Paper not yet in RePEc: Add citation now
Harvey, C. R. (1988) “The Real Term Structure and Consumption Growth.” Journal of Financial Economics, 22, 305-333.
Jardet, C., (2004), “Why Did the Term Structure of Interest Rates Lose its Predictive Power?” Economic Modeling. 21: 509-524.
- Kalkan, M., Kipici, A. ve Peker, A., (1997), “Monetary policy and leading indicators of inflation in Turkey”, Irvin Fisher Committee Bulletin, 1.
Paper not yet in RePEc: Add citation now
Kim K. A. ve P. Limpaphayom (1997), “The Effect of Economic Regimes on the Relation between the Term Structure and Real Activity in Japan” Journal of Economics and Business, 49, 379-392.
Koop, G., M.H. Pesaran and S.,M., Porter (1996) “Impulse response analysis in nonlinear multivariate models”, Journal of Econometrics, 74, 1 119-147.
Lin, H. and T. Terasvirta (1994), “Testing the Constancy of Regression Parameters against Continuous Structure Change” Journal of Econometrics, 62, 211-228.
- Luukkonnen, R. P. Saikkonen and T. Terasvirta (1988), “Testing Linearity against STAR Models.” Biometrika, 75, 491-499.
Paper not yet in RePEc: Add citation now
Mishkin, F. (1990a),“What Does the Term Structure Tell Us about Future Inflation?” Journal of Monetary Economics, 25, 77-95.
Mishkin, F. (1990b), “The Information in the Longer Maturity Term Structure About Inflation.” Quarterly Journal of Economics, 55, 815-828.
Mishkin, F. (1991), “A Multi-Country Study of the Information in the Shorter Term Structure About Future Inflation.” Journal of International Money and Finance, 10, 2-22.
Mishkin, F. (1995), “Symposium on the Monetary Transmission Mechanism.” Journal of Economic Perspective, 9, 3-10.
- Mody, A. ve M.P. Taylor (2000), “The High Yield Spread as a Predictor of real economic Activity: Evidence of a Financial Accelerator for United States.” IMF Stuff Paper.
Paper not yet in RePEc: Add citation now
- Newey, W. ve K. West (1987), “A Simple Positive Definite Heteroskedasticty and Autocorrelation Consistent Variance Matrix” Econometrica, 55, 703-708.
Paper not yet in RePEc: Add citation now
- Omay T. (2006) Türkiye’de Fazin Vade Yap?s? ile Reel Ekonomik Aktivite Aras?ndaki ?li?ki. ?ktisadi Ara?t?rmalar Vakf? Yay?nlar?.
Paper not yet in RePEc: Add citation now
Peel, D. A. ve M. P. Taylor (1998), “The Slope of the Yield Curve and Real Economic Activity: Tracing the Transmission Mechanism.” Economics Letters, 59, 353-360.
Plosser, C. ve K. G. Rounwenhorst. (1994), “International Term Structure and Real Economic Growth.” Journal of Monetary Economics, 33, 133-155.
Telatar, E., F.Telatar and R.A.Ratti (2003), “On the Predictive Power of the Term Structure of Interest Rates for Future Inflation Changes in the Presence of Political Instability: The Turkish Economy.” Journal of Policy Modeling, 25, 931-946.
- Terasvirta, T. (1994), “Specification, Estimation and Evaluation of STAR Models.” Journal of American Statistical Association, 89, 208-218.
Paper not yet in RePEc: Add citation now
Terasvirta, T. and H. M. Anderson (1992), Characterizing Nonlinearities in Business Cycles Using STAR Models.” Journal of Applied Econometrics, 7, 119-136.
Tkacz, G. (2001), “Neural Network Forecasting of Canadian GDP Growth.” International Journal of Forecasting, 17, 57-69.
Venetis, I. A., I. Paya and D. A. Peel (2003), “Reexamination of the Predictability of Economic Activity Using the Yield Spread: A nonlinear approach” International Review of Economics and Finance, 2, 187-206.
White, H. and Domowitz, I. (1984) “Nonlinear regression with dependent observations”, Econometrica, 52, pp. 143-161.