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Testing for short and long-run causality : the case of the yield spread and economic growth
Breitung, Jörg; Candelon, Bertrand - 2001
To assess the predictive content of the interest rate term spread for future economic growth, we distinguish short-run from long-run predictability by using two different approaches. First, following Dufour and Renault (1998) a test procedure is proposed to test for causality at different...
Persistent link: https://www.econbiz.de/10009617950
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Common cycles : a frequency domain approach
Breitung, Jörg; Candelon, Bertrand - 2000
series with a zero spectral density at some frequency. Estimation and inference can be performed using an Instrumental …
Persistent link: https://www.econbiz.de/10009612024
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The mismatch between life insurance holdings and financial vulnerabilities : evidence from the Survey of Consumer Finances
Bernheim, Bert Douglas; Carman, Katherine Grace; … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001656788
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The mismatch between life insurance holdings and financial vulnerabilities : evidence from the health and retirement survey
Bernheim, Bert Douglas; Carman, Katherine Grace; … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001611373