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Forecasting the US term structure of interest rates using nonparametric functional data analysis
Caldeira, João F.; Torrent, Hudson da Silva - In: Journal of forecasting 36 (2017) 1, pp. 56-73
Persistent link: https://www.econbiz.de/10011729058
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Long-run causality, with an application to international links between long-term interest rates
Bruneau, Catherine; Jondeau, Eric - 1998
Persistent link: https://www.econbiz.de/10000989563
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The yield curve as a predictor of recessions in the United States and Europe
Estrella, Arturo - In: The determination of long-term interest rates and …, (pp. 324-337). 1996
Persistent link: https://www.econbiz.de/10001321305
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Interest rates, rate spreads, and economic activity
Lapp, John S. - In: Contemporary economic policy : a journal of Western … 15 (1997) 3, pp. 43-50
Persistent link: https://www.econbiz.de/10001228061
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The central tendency : a second factor in bond yields
Balduzzi, Pierluigi - In: The review of economics and statistics 80 (1998) 1, pp. 62-72
Persistent link: https://www.econbiz.de/10001235783
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Predicting real growth using the yield curve
Haubrich, Joseph Gerard - In: Economic review 32 (1996) 1, pp. 26-35
Persistent link: https://www.econbiz.de/10001209062
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Consumption spending and the paper-bill spread : theory and evidence
Weber, Christian E. - In: Economic inquiry : journal of the Western Economic … 36 (1998) 4, pp. 575-589
Persistent link: https://www.econbiz.de/10001250269
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Why do interest rates predict macro outcomes? : A unified theory of inflation, output, interest and policy
Estrella, Arturo - 1997
Persistent link: https://www.econbiz.de/10001351827
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The yield curve as a predictor of US recessions
Estrella, Arturo - In: Current issues in economics and finance 2 (1996) 7
Persistent link: https://www.econbiz.de/10001222927
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Forecasting US bond returns
Ilmanen, Antti - In: The journal of fixed income 7 (1997) 1, pp. 22-37
Persistent link: https://www.econbiz.de/10001223525