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Testing for asymmetry in the link between the yield spread and output in the G-7 countries. (2000). Tkacz, Greg ; Galbraith, John.
In: Journal of International Money and Finance.
RePEc:eee:jimfin:v:19:y:2000:i:5:p:657-672.

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  1. The Yield Curve as a Leading Indicator: Accuracy and Timing of a Parsimonious Forecasting Model. (2021). Zhang, Dan ; Seip, Knut Lehre.
    In: Forecasting.
    RePEc:gam:jforec:v:3:y:2021:i:2:p:25-436:d:564333.

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  2. The impact of the yield curve on bank equity returns: Evidence from Canada. (2021). Batabyal, Sourav ; Egly, Peter V ; Killins, Robert N.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:81:y:2021:i:c:p:319-329.

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  3. The Yield Curve as a Predictor of Economic Activity in Mexico: The Role of the Term Premium. (2021). Ibarra-Ramirez, Raul .
    In: Working Papers.
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  4. The expected time to cross a threshold and its determinants: A simple and flexible framework. (2020). Rodrigues, Paulo ; Nicolau, Joo ; Zsurkis, Gabriel.
    In: Working Papers.
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  5. The yield spreads ability to forecast economic activity: What have we learned after 30 years of studies?. (2020). Papadamou, Stephanos ; Siriopoulos, Costas ; Evgenidis, Anastasios.
    In: Journal of Business Research.
    RePEc:eee:jbrese:v:106:y:2020:i:c:p:221-232.

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  6. Time-varying predictive content of financial variables in forecasting GDP growth in the G-7 countries. (2019). Vataja, Juuso ; Kuosmanen, Petri.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:71:y:2019:i:c:p:211-222.

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  7. The predictive power of the yield spread for future economic expansions: Evidence from a new approach. (2018). Wohar, Mark ; Gebka, Bartosz.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:75:y:2018:i:c:p:181-195.

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  8. Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models. (2016). Nyberg, Henri ; Lanne, Markku.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:78:y:2016:i:4:p:595-603.

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  9. International long-term yields and monetary policy in a small open economy: The case of Canada. (2015). Lange, Ronald H..
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:31:y:2015:i:c:p:292-310.

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  10. Some Pitfalls in Smooth Transition Models Estimation: A Monte Carlo Study. (2014). Maugeri, Novella.
    In: Computational Economics.
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  11. Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models. (2014). Nyberg, Henri ; Lanne, Markku.
    In: CREATES Research Papers.
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  12. Time series non-linearity in the real growth / recession-term spread relationship. (2013). Zhang, Dalu ; Moffatt, Peter.
    In: University of East Anglia Applied and Financial Economics Working Paper Series.
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  13. The Leading Indicator Property of the Term Spread and the Monetary Policy Factors in Japan. (2013). Nakaota, Hiroshi ; Fukuta, Yuichi .
    In: Discussion Papers in Economics and Business.
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  14. The Leading Indicator Property of the Term Spread and the Monetary Policy Factors in Japan. (2013). Nakaota, Hiroshi ; Fukuta, Yuichi .
    In: Discussion Papers in Economics and Business.
    RePEc:osk:wpaper:1309.

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  15. The Dynamics of Deposit Euroization in European Post-Transition Countries: Evidence from Threshold VAR. (2013). Tkalec, Marina.
    In: Focus on European Economic Integration.
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  16. The leading indicator property of the term spread and the monetary policy factors in Japan. (2013). Nakaota, Hiroshi ; Fukuta, Yuichi .
    In: Japan and the World Economy.
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  17. Changes in predictive ability with mixed frequency data. (2013). Galvão, Ana ; Galvo, Ana Beatriz.
    In: International Journal of Forecasting.
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  18. On the Predictive Power of Yield Spread for Future Growth and Recession: The Turkish Case. (2013). Kaya, Huseyin.
    In: Working Papers.
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  19. The Dynamics of Deposit Euroization in European Post-transition Countries: Evidence from Threshold VAR. (2012). Tkalec, Marina.
    In: Czech Journal of Economics and Finance (Finance a uver).
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  20. Non linear and asymmetric linkages between real growth in the Euro area and global financial market conditions: New evidence. (2012). Teulon, Frédéric ; sahut, Jean-Michel ; Mili, Mehdi.
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  21. What is the linkage between real growth in the Euro area and global financial market conditions?. (2012). Teulon, Frédéric ; sahut, Jean-Michel ; Mili, Medhi .
    In: Economics Bulletin.
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  22. The Financial Crisis from a Forecaster’s Perspective. (2011). Scheufele, Rolf ; Heinisch, Katja.
    In: IWH Discussion Papers.
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  23. An empirical analysis of information in the yield spread on future recessions in Japan. (2011). Hasegawa, Masashi ; Fukuta, Yuichi .
    In: Applied Economics.
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  24. The Dynamics of Deposit Euroization in European Post-transition Countries: Evidence from Threshold VAR. (2011). Tkalec, Marina.
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  25. Markov-switching MIDAS models. (2011). Marcellino, Massimiliano ; Guérin, Pierre ; Guerin, Pierre .
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  26. A reappraisal of the leading indicator properties of the yield curve under structural instability. (2010). Wang, Qingwei ; Schrimpf, Andreas.
    In: International Journal of Forecasting.
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  27. Introduction of the Euro and the Monetary Policy of the European Central Bank. (2009). Hamori, Naoko.
    In: World Scientific Books.
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  28. Can the term spread predict output growth and recessions? a survey of the literature. (2009). Wohar, Mark ; Wheelock, David.
    In: Review.
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  29. Financial variables and euro area growth: A non-parametric causality analysis. (2009). Panopoulou, Ekaterini.
    In: Economic Modelling.
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  30. A decomposition of the predictive content of the term structure for output growth in Canada. (2008). Lange, Ronald.
    In: Applied Economics.
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  31. The Term Structure of Interest Rate as a Predictor of Inflation and Real Economic Activity: Nonlinear Evidence from Turkey. (2008). Omay, Tolga.
    In: MPRA Paper.
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  32. Linear and threshold forecasts of output and inflation using stock and housing prices. (2008). Tkacz, Greg ; Wilkins, Carolyn .
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  33. The yield spread and GDP growth - Time Varying Leading Properties and the Role of Monetary Policy. (2007). Boysen-Hogrefe, Jens.
    In: Economics Working Papers.
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  34. Changes in Predictive Ability with Mixed Frequency Data. (2007). Galvão, Ana.
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  35. Changes in Predictive Ability with Mixed Frequency Data. (2007). Galvão, Ana ; Galvo, Ana Beatriz.
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  36. The role of trades in price convergence: A study of dual-listed Canadian stocks. (2007). Kaul, Aditya ; Mehrotra, Vikas .
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  37. Structural break threshold VARs for predicting US recessions using the spread. (2006). Beatriz, Ana.
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  38. Economic activity and Recession Probabilities: spread predictive power in Italy. (2006). Torricelli, Costanza ; Brunetti, Marianna ; Emilia, Reggio ; Modena, University of.
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  39. The predictive content of financial variables: Evidence from the euro area. (2006). Panopoulou, Ekaterini.
    In: The Institute for International Integration Studies Discussion Paper Series.
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  40. Linear and Threshold Forecasts of Output and Inflation with Stock and Housing Prices. (2006). Tkacz, Greg ; Wilkins, Carolyn .
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  41. The term spread and real economic activity in the US inter-war period. (2005). Peel, David ; Paya, Ivan ; Matthews, Kent.
    In: Journal of Macroeconomics.
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  42. The term structure of interest rates in Japan: the predictability of economic activity. (2005). Nakaota, Hiroshi .
    In: Japan and the World Economy.
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  43. Predicting real growth and the probability of recession in the Euro area using the yield spread. (2005). Venetis, Ioannis ; Paya, Ivan ; DUARTE, AGUSTIN.
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  44. Term spread and real economic activity in Korea: was the crisis predictable?. (2004). Paya, Ivan ; Matthews, Kent.
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  45. Curva de rendimientos y crecimiento de la producción real en la UEM: eficiencia y estabilidad predictiva./Yield Curve and Real Output Growth in the EMU: Efficiency and Predictive Stability.. (2004). Venetis, Ioannis ; Paya, Ivan ; DUARTE, A..
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  46. Asymmetry in the link between the yield spread and industrial production: threshold effects and forecasting. (2004). Venetis, Ioannis ; Peel, David ; Paya, Ivan.
    In: Journal of Forecasting.
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  47. ASYMMETRY IN THE LINK BETWEEN THE YIELD SPREAD AND INDUSTRIAL PRODUCTION. THRESHOLD EFFECTS AND FORECASTING. (2004). Venetis, Ioannis ; Peel, David ; Paya, Ivan.
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  48. PREDICTING REAL GROWTH AND THE PROBABILITY OF RECESSION IN THE EURO AREA USING THE YIELD SPREAD. (2004). Venetis, Ioannis ; Paya, Ivan ; DUARTE, AGUSTIN.
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  49. Measuring trust: An experiment in Brazil. (2004). Madalozzo, Regina ; Artes, R. & Siqueira, J. O., ; Lazzarini, S. G. ; Madalozzo, R. C, .
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  50. Inflation changes, yield spreads, and threshold effects. (2004). Tkacz, Greg.
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  51. Domestic and international influences on business cycle regimes in Europe. (2004). Sensier, Marianne ; Osborn, Denise ; artis, michael ; Birchenhall, Chris.
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  52. Financial variables and real activity in Canada. (2003). Hassapis, Christis.
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  53. Multivariate Threshold Models: TVARs and TVECMs. (2003). Galvão, Ana.
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  54. Re-examination of the predictability of economic activity using the yield spread: a nonlinear approach. (2003). Venetis, Ioannis ; Peel, David ; Paya, Ivan.
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  56. Money in the Bank (of Canada). (2003). Longworth, David.
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  58. Nonlinear Autoregresssive Leading Indicator Models of Output in G-7 Countries. (2002). Vahid, Farshid ; Athanasopoulos, George ; Anderson, Heather.
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  59. Domestic and International Influences on Business Cycle Regimes in Europe. (2002). Sensier, Marianne ; Osborn, Denise ; artis, michael ; Birchenhall, C R.
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  61. Inflation Changes, Yield Spreads, and Threshold Effects. (2002). Tkacz, Greg.
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  62. .

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  63. Neural network forecasting of Canadian GDP growth. (2001). Tkacz, Greg.
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  64. Predicting UK Business Cycle Regimes. (2000). Sensier, Marianne ; Osborn, Denise ; Birchenhall, C R.
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    RePEc:boc:bocoec:441.

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  20. Inflation Changes, Yield Spreads, and Threshold Effects. (2002). Tkacz, Greg.
    In: Staff Working Papers.
    RePEc:bca:bocawp:02-40.

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  21. Testing for a Forward-Looking Phillips Curve. Additional Evidence from European and US data. (2001). LE BIHAN, Hervé ; Jondeau, Eric.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:0111005.

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  22. Prices, Wages and the U.S. NAIRU in the 1990s. (2001). Watson, Mark ; Staiger, Doug ; Stock, James.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8320.

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  23. The Empirical Relevance of Simple Forward- and Backward-looking Models: A View from a Dynamic General Equilibrium Model. (2001). Lindé, Jesper ; Linde, Jesper.
    In: Working Paper Series.
    RePEc:hhs:rbnkwp:0130.

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  24. MODELING THE DIVIDEND-PRICE RATIO: THE ROLE OF FUNDAMENTALS USING A REGIME-SWITCHING APPROACH. (2001). Olesen, Jan Overgaard ; Nielsen, Steen .
    In: Working Papers.
    RePEc:hhs:cbsnow:2000_012.

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  25. Structural change in U.S. wage determination. (2001). Rich, Robert ; Rissmiller, Donald.
    In: Staff Reports.
    RePEc:fip:fednsr:117.

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  26. Information technology and the U.S. productivity revival: what do the industry data say?. (2001). Stiroh, Kevin.
    In: Staff Reports.
    RePEc:fip:fednsr:115.

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  27. Anticipations of monetary policy in financial markets. (2001). Sack, Brian ; Whitesell, William ; Lange, Joe.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2001-24.

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  28. Testing for Structural Change in the Presence of Auxiliary Models. (2001). Guay, Alain ; Ghysels, Eric.
    In: Cahiers de recherche CREFE / CREFE Working Papers.
    RePEc:cre:crefwp:133.

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  29. Does an Interpemporal Trade Off Between Risk and Return Explain Mean Reversion in Stock Prices?. (2000). Nelson, Charles ; Morley, James ; Kim, Chang-Jin.
    In: Discussion Papers in Economics at the University of Washington.
    RePEc:fth:washer:0011.

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  30. Measuring Systematic Monetary Policy. (2000). Jorda, Oscar ; Hoover, Kevin.
    In: Department of Economics.
    RePEc:fth:caldec:00-05.

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  31. Is money useful in the conduct of monetary policy?. (2000). Santucci, Larry ; Lantz, Carl D. ; Dotsey, Michael.
    In: Economic Quarterly.
    RePEc:fip:fedreq:y:2000:i:fall:p:23-48.

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  32. How stable is the predictive power of the yield curve? evidence from Germany and the United States. (2000). Rodrigues, Anthony ; Estrella, Arturo ; Schich, Sebastian.
    In: Staff Reports.
    RePEc:fip:fednsr:113.

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  33. Testing for asymmetry in the link between the yield spread and output in the G-7 countries. (2000). Tkacz, Greg ; Galbraith, John.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:19:y:2000:i:5:p:657-672.

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  34. Inference on the Quantile Regression Process. (2000). Koenker, Roger.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0886.

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  35. Tests of Equal Forecast Accuracy and Encompassing for Nested Models. (2000). McCracken, Michael ; Clark, Todd.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:0319.

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  36. A Time Series Model of Multiple Structural changes in Level, Trend and Variance. (1999). Zivot, Eric ; Wang, Jiahui.
    In: Econometrics.
    RePEc:wpa:wuwpem:9903002.

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  37. Specification Search and Stability Analysis. (1999). Hoyo, del J. ; Llorente, Guillermo J..
    In: Computing in Economics and Finance 1999.
    RePEc:sce:scecf9:642.

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  38. Are Deep Parameters Stable? The Lucas Critique as an Empirical Hypothesis. (1999). Fuhrer, Jeffrey ; Estrella, Arturo.
    In: Computing in Economics and Finance 1999.
    RePEc:sce:scecf9:621.

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  39. Tests of Equal Forecast Accuracy and Encompassing for Nested Models. (1999). McCracken, Michael ; Clark, Todd.
    In: Computing in Economics and Finance 1999.
    RePEc:sce:scecf9:1241.

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  40. Testing for Structural Breaks in the Evaluation of Programs. (1999). Piehl, Anne ; AnthonyA. Braga, ; Cooper, Suzanne J. ; Kennedy, David M..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7226.

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  41. Tests of equal forecast accuracy and encompassing for nested models. (1999). McCracken, Michael ; Clark, Todd.
    In: Research Working Paper.
    RePEc:fip:fedkrw:99-11.

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  42. Are oil shocks inflationary? Asymmetric and nonlinear specifications versus changes in regime. (1999). Hooker, Mark A..
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:1999-65.

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  43. Are deep parameters stable? the Lucas critique as an empirical hypothesis. (1999). Fuhrer, Jeffrey ; Estrella, Arturo.
    In: Working Papers.
    RePEc:fip:fedbwp:99-4.

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  44. Modest policy interventions. (1999). Zha, Tao ; Leeper, Eric.
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:99-22.

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  45. Emerging Markets and Trading Costs. (1999). Ghysels, Eric ; Cherkaoui, Mouna .
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:99s-04.

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  46. Federal Reserve credibility and inflation scares. (1998). Lansing, Kevin ; Huh, Chan G..
    In: Economic Review.
    RePEc:fip:fedfer:y:1998:p:3-16:n:2.

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  47. Expectations, credibility, and disinflation in a small macroeconomic model. (1998). Lansing, Kevin ; Huh, Chan G. ; KevinJ. Lansing, .
    In: Working Papers in Applied Economic Theory.
    RePEc:fip:fedfap:98-01.

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  48. Structural Change Tests for Simulated Method of Moments. (1998). Guay, Alain.
    In: Cahiers de recherche CREFE / CREFE Working Papers.
    RePEc:cre:crefwp:61.

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  49. Structural Change Tests for Simulated Method of Moments. (1998). Guay, Alain ; Ghysels, Eric.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:98s-19.

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  50. Slowdowns and Meltdowns: Postwar Growth Evidence from 74 Countries. (1997). Papell, David ; Ben-David, Dan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6266.

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  51. The bank lending channel of monetary policy transmission: evidence from a model of bank behavior that incorporates long-term customer relationships.. (1997). Gibson, Michael S..
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:584.

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  52. What Does the Bundesbank Target?. (1996). Mihov, Ilian ; Bernanke, Ben.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5764.

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  53. Monetary policy and long-term interest rates. (1996). Mehra, Yash P..
    In: Economic Quarterly.
    RePEc:fip:fedreq:y:1996:i:sum:p:27-49.

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  54. Moving endpoints and the internal consistency of agents ex ante forecasts. (1996). Tinsley, Peter ; Kozicki, Sharon.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:96-47.

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  55. Structural Change and Asset Pricing in Emerging Markets. (1996). Ghysels, Eric ; Garcia, René.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:96s-34.

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  56. Modelling Federal Reserve Discount Policy. (1996). Baum, Christopher ; Karasulu, Meral .
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:335.

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  57. CHANGES IN THE INFLATION PROCESS IN CANADA: Evidence and Implications. (1995). Hostland, Doug.
    In: Macroeconomics.
    RePEc:wpa:wuwpma:9508001.

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  58. Oil Prices and the Rise and Fall of the U.S. Real Exchange Rate. (1995). van Norden, Simon ; Amano, Robert.
    In: International Finance.
    RePEc:wpa:wuwpif:9502001.

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  59. On Stable Factor Structures in the Pricing of Risk. (1995). Ghysels, Eric.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:95s-16.

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  60. Asymptotic Null Distribution of the Likelihood Ratio Test in Markov Switching Models. (1995). Garcia, René.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:95s-07.

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  61. An Analysis of the Real Interest Rate Under Regime Shifts. (1995). Perron, Pierre ; Garcia, René.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:95s-05.

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  62. Moving Endpoints in Macrofinance. (). Tinsley, Peter ; Kozicki, Sharon.
    In: Computing in Economics and Finance 1996.
    RePEc:sce:scecf6:_058.

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  63. Ex Post and Ex Ante Analysis of Provisional Data. (). Marcellino, Massimiliano ; Gallo, Giampiero.
    In: Working Papers.
    RePEc:igi:igierp:141.

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