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Does the yield curve predict output?
Haubrich, Joseph Gerard - In: Annual review of financial economics 13 (2021), pp. 341-362
Persistent link: https://www.econbiz.de/10012612511
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Divisia monetary aggregates for a heterogeneous euro area
Brill, Maximilian C.; Nautz, Dieter; Sieckmann, Lea - In: Empirica : journal of european economics 48 (2021) 1, pp. 247-278
Persistent link: https://www.econbiz.de/10012487650
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Does the yield curve predict output?
Haubrich, Joseph Gerard - 2020
Does the yield curve have the ability to predict output and recessions? At some times and in certain places, of course … recessions in the post-World War Two period. The spread also predicts future real GDP growth for the US, although the forecast …
Persistent link: https://www.econbiz.de/10012388434
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Do stock market trading activities forecast recessions?
Chatterjee, Ujjal K. - In: Economic modelling 59 (2016), pp. 370-386
Persistent link: https://www.econbiz.de/10011647870
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Divisia monetary aggregates for a heterogeneous euro area
Brill, Maximilian; Nautz, Dieter; Sieckmann, Lea - 2019 - This version: June 25, 2019
pronounced before recessions. The results obtained from a panel probit model confirm that the divergence between the Divisia and … the simple sum aggregate has a significant predictive content for recessions in euro area countries. …
Persistent link: https://www.econbiz.de/10012023395
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Do yield curve inversions predict recessions in the euro area?
Sabes, David; Sahuc, Jean-Guillaume - In: Finance research letters 52 (2023), pp. 1-9
Persistent link: https://www.econbiz.de/10014471926
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Estimating the market-perceived monetary policy rule
Hamilton, James D.; Pruitt, Seth; Borger, Scott - 2010
"We introduce a novel method for estimating a monetary policy rule using macroeconomic news. We estimate directly the policy rule agents use to form their expectations by linking news' effects on forecasts of both economic conditions and monetary policy. Evidence between 1994 and 2007 indicates...
Persistent link: https://www.econbiz.de/10008688901
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Estimating the market-perceived monetary policy rule
Hamilton, James D.; Pruitt, Seth; Borger, Scott - In: American economic journal : a journal of the American … 3 (2011) 3, pp. 1-28
Persistent link: https://www.econbiz.de/10009247316
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Construction of the monetary conditions index with TVP-VAR model : empirical evidence for Turkish economy
Akdeniz, Coşkun - In: Handbook of research on emerging theories, models, and …, (pp. 215-228). 2021
As an important indicator for the central banks that adopting inflation targeting regime, this paper aims to construct a monetary conditions index (MCI) for Turkey based on the weighted sum approach covering the period of 1986:05-2018:10. As a novelty time-varying parameter vector autoregressive...
Persistent link: https://www.econbiz.de/10012604233
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Monetary condition index and its changing transmission on macro-economic variables
Memon, Iqra Aslam; Jabeen, Hummaira - In: Arab economic and business journal 13 (2018) 2, pp. 111-124
It has been known with time that no single transmission mechanism is enough to understand the monetary policy stance of that country. The objective of this paper is combine two transmission channel, interest rate and exchange rate so as to construct monetary condition index (MCI) for the gulf...
Persistent link: https://www.econbiz.de/10011956227