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Non-parametric determination of real-time lag structure between two time series: The "optimal thermal causal path" method with applications to economic data
Zhou, Wei-Xing; Sornette, Didier - In: Journal of macroeconomics 28 (2006) 1, pp. 195-224
Persistent link: https://www.econbiz.de/10003291163
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Stochastic trends in consumption and the term structure of interest rates
Fisher, Lance A. - In: Journal of macroeconomics 14 (1992) 2, pp. 289-304
Persistent link: https://www.econbiz.de/10001121069
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Leading indicator properties of US high-yield credit spreads
Aslanidis, Nektarios; Cipollini, Andrea - In: Journal of macroeconomics 32 (2010) 1, pp. 145-156
Persistent link: https://www.econbiz.de/10003975858
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Predicting output using the entire yield curve
Abdymomunov, Azamat - In: Journal of macroeconomics 37 (2013), pp. 333-344
Persistent link: https://www.econbiz.de/10010237906
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The decline in the predictive power of the US term spread : a structural interpretation
Morell, Joseph - In: Journal of macroeconomics 55 (2018), pp. 314-331
Persistent link: https://www.econbiz.de/10012127612
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Credit prices vs. credit quantities as predictors of economic activity in Europe : which tell a better story?
Guender, Alfred V. - In: Journal of macroeconomics 57 (2018), pp. 380-399
Persistent link: https://www.econbiz.de/10012128009
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Do stock prices contain predictive power for the future economic activity? : a Granger causality analysis in the frequency domain
Croux, Christophe; Reusens, Peter - In: Journal of macroeconomics 35 (2013), pp. 93-103
Persistent link: https://www.econbiz.de/10009723986
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The unbeatable random walk in exchange rate forecasting : reality or myth?
Moosa, Imad A.; Burns, Kelly - In: Journal of macroeconomics 40 (2014), pp. 69-81
Persistent link: https://www.econbiz.de/10010495751
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On suboptimality of the Hodrick-Prescott filter at time series endpoints
Mise, Emi; Kim, Tae-hwan; Newbold, Paul - In: Journal of macroeconomics 27 (2005) 1, pp. 53-67
Persistent link: https://www.econbiz.de/10002647963
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A vector error-correction forecasting model of the US economy
Anderson, Richard G.; Hoffman, Dennis L.; Rasche, Robert H. - In: Journal of macroeconomics 24 (2002) 4, pp. 569-598
Persistent link: https://www.econbiz.de/10001729047