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Why Does the Paper-Bill Spread Predict Real Economic Activity?. (1993). Friedman, Benjamin M. ; Kuttner, Kenneth .
In: NBER Chapters.
RePEc:nbr:nberch:7193.

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  2. Nowcasting Finnish GDP growth using financial variables: a MIDAS approach. (2020). Lindblad, Annika ; Laine, Olli-Matti.
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  4. Using the Entire Yield Curve in Forecasting Output and Inflation. (2018). Li, Canlin ; Lee, Tae Hwy ; Hillebrand, Eric ; Huang, Huiyu .
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  6. The Forecasting Power of the Yield Curve, a Supervised Factor Model Approach. (2015). Hillebrand, Eric ; Boldrini, Lorenzo .
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  7. The forward looking information content of equity and bond markets for aggregate investments. (2014). Gallegati, Marco ; Ramsey, James B..
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  12. A vector-autoregression analysis of credit and liquidity factor dynamics in US LIBOR and Euribor swap markets. (2012). Murphy, Finbarr.
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  14. Disentangling the Channels of the 2007-09 Recession. (2012). Stock, James H. ; Watson, Mark W..
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  15. Firms debt-equity decisions when the static tradeoff theory and the pecking order theory disagree. (2011). Verbeek, Marno ; de Jong, Abe ; Verwijmeren, Patrick.
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  19. Did sunspot forces cause the Great Depression?. (2006). Weder, Mark ; Harrison, Sharon.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:53:y:2006:i:7:p:1327-1339.

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  20. Introduction to m-m processes. (2006). Granger, Clive ; Hyung, Namwon.
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  21. A Heliocentric Journey into Germanys Great Depression. (2005). Weder, Mark.
    In: Economic History.
    RePEc:wpa:wuwpeh:0510002.

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  22. A Heliocentric Journey into Germanys Great Depression. (2005). Weder, Mark.
    In: School of Economics Working Papers.
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  23. A Heliocentric Journey into Germanys Great Depression. (2004). Weder, Mark.
    In: Money Macro and Finance (MMF) Research Group Conference 2004.
    RePEc:mmf:mmfc04:53.

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  24. A Nonlinear Model of the Business Cycle. (2004). Potter, Simon ; Leamer, Edward.
    In: Econometric Society 2004 North American Winter Meetings.
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  25. A Heliocentric Journey into Germanys Great Depression. (2004). Weder, Mark.
    In: CEPR Discussion Papers.
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  26. A Heliocentric Journey into Germany´s Great Depression. (2003). Weder, Mark.
    In: SFB 373 Discussion Papers.
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  27. Revisiting the Ability of Interest Rate Spreads to Predict Recessions: Evidence for a. (2003). Gómez Biscarri, Javier ; Galar, Esther Fernandez.
    In: Faculty Working Papers.
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  28. Monetary Policy, Housing, and Heterogeneous Regional Markets.. (2003). Schuh, Scott ; Fratantoni, Michael.
    In: Journal of Money, Credit and Banking.
    RePEc:mcb:jmoncb:v:35:y:2003:i:4:p:557-89.

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  29. An empirical analysis of the Australian dollar swap spreads. (2003). Muljono, Ronny ; Fang, Victor.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:11:y:2003:i:2:p:153-173.

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  30. Capital structure choice: macroeconomic conditions and financial constraints. (2003). Korajczyk, Robert ; Amnon, Levy.
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  31. Did sunspot cause the Great Depression?. (2002). Weder, Mark ; Harrison, Sharon.
    In: SFB 373 Discussion Papers.
    RePEc:zbw:sfb373:200235.

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  33. The bond/old-bond spread. (2002). Arvind, Krishnamurthy.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:66:y:2002:i:2-3:p:463-506.

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  34. Using interest rate uncertainty to predict the paper-bill spread and real output. (2002). Chuderewicz, Russell P..
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:54:y:2002:i:3:p:293-312.

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  35. 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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    RePEc:eee:dyncon:v:26:y:2002:i:2:p:271-302.

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    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3267.

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  37. La pente des taux contient-elle de l’information sur l’activité économique future ?. (2001). Sedillot, Franck.
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    RePEc:prs:ecoprv:ecop_0249-4744_2001_num_147_1_6218.

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  38. Forecasting Output and Inflation: The Role of Asset Prices. (2001). Watson, Mark ; Stock, James.
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  40. A Re-examination of the Predictability of Economic Activity Using the Yield Spread. (2000). Kim, Dong Heon ; Hamilton, James.
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  41. Credit Risk and the Pricing of Japanese Yen Interest Rate Swaps. (2000). Uno, Jun ; Young Ho Eom, ; Subrahmanyam, Marti G..
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  42. Monetary policy, housing investment, and heterogeneous regional markets. (2000). Schuh, Scott ; Fratantoni, Michael.
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    RePEc:fip:fedbwp:00-1.

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  43. Interest rate spreads as predictors of German inflation and business cycles. (2000). Seitz, Franz ; Lahiri, Kajal ; Ivanova, Detelina.
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    RePEc:eee:intfor:v:16:y:2000:i:1:p:39-58.

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    RePEc:eee:eecrev:v:44:y:2000:i:10:p:1931-1950.

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  45. A Re-examination of the Predictability of Economic Activity Using the Yield Spread. (2000). Kim, Dong Heon ; Hamilton, James.
    In: University of California at San Diego, Economics Working Paper Series.
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    In: Discussion Paper / Institute for Empirical Macroeconomics.
    RePEc:fip:fedmem:129.

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  47. On the relevance of distinctions between anticipated, unanticipated expansionary, and unanticipated contractionary monetary policy. (1999). Ratti, Ronald ; Chu, Joonsuk.
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  49. Was Monetary Policy Impotent or Simply Contracyclical in the 1980s?. (1998). Pescatrice, Donn ; Tanner, Ernest J..
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    In: Review.
    RePEc:fip:fedlrv:y:1997:i:mar:p:41-51.

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    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:16:y:1997:i:6:p:955-968.

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  53. Does the federal reserve affect asset prices?. (1995). Tarhan, Vefa .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:19:y:1995:i:5-7:p:1199-1222.

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  54. Commercial paper, corporate finance, and the business cycle: a microeconomic perspective. (1995). Wachtel, Paul ; Calomiris, Charles ; Himmelberg, Charles P..
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  45. Is there a broad credit channel for monetary policy?. (1996). Rudebusch, Glenn ; Oliner, Stephen.
    In: Economic Review.
    RePEc:fip:fedfer:y:1996:p:3-13:n:1.

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  46. Channels of Monetary Policy in a Transition Country: Hungary. (1996). Kegels, Chantal ; Barran, Fernando .
    In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales).
    RePEc:ctl:louvir:1996016.

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  47. The Liquidity Effect: Testing Identification Conditions Under Time-Varying Conditional Volatility. (1996). Phaneuf, Louis ; Normandin, Michel.
    In: Cahiers de recherche CREFE / CREFE Working Papers.
    RePEc:cre:crefwp:40.

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  48. Expectations and the Effects of Monetary Policy. (1995). Croushore, Dean ; Ball, Laurence.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5344.

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  49. An Adverse Selection Model of Bank Asset and Liability Management with Implications for the Transmission of Monetary Policy. (1995). Stein, Jeremy.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5217.

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  50. Inside the Black Box: The Credit Channel of Monetary Policy Transmission. (1995). Gertler, Mark ; Bernanke, Ben.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5146.

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