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Dynamic probit models and financial variables in recession forecasting
Nyberg, Henri - In: Journal of forecasting 29 (2010) 1/2, pp. 215-230
Persistent link: https://www.econbiz.de/10003951838
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Predicting recessions with a composite real-time dynamic probit model
Proaño Acosta, Christian; Theobald, Thomas - In: International journal of forecasting 30 (2014) 4, pp. 898-917
Persistent link: https://www.econbiz.de/10010517779
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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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The loan-bond spread as a predictor of real economic activity : evidences from 20 European countries
Lee, Sang Hoon; Haque, Mohammad Mujibul - In: Journal of international business and economics : JIBE 12 (2012) 4, pp. 17-27
Persistent link: https://www.econbiz.de/10009787237
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Dynamic probit modles and financial variables in recession forecasting
Nyberg, Henri (contributor) - 2008
Persistent link: https://www.econbiz.de/10003723784
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Die Zinsstruktur als Prognoseinstrument der realwirtschaftlichen Entwicklung
Schmidt, Klaus J. W. - In: Empirische Kapitalmarktforschung, (pp. 257-285). 1993
Persistent link: https://www.econbiz.de/10001313113
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The (term) structure of interest rates as a predictor of real economic growth : an econometric analysis for Germany
Schmidt, Klaus J. W. - In: Foundations of European Central Bank policy, (pp. 165-189). 1993
Persistent link: https://www.econbiz.de/10001313244
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Capital market forecasts of economic growth : new tests for Germany, Japan, and the United States
Bange, Mary M. - In: Quarterly journal of business and economics : QJBE 35 (1996) 4, pp. 3-17
Persistent link: https://www.econbiz.de/10001209669
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The use of financial spreads as indicator variables : evidence for the United Kingdom and Germany
Davis, E. Philip - In: Staff papers / International Monetary Fund 41 (1994) 3, pp. 517-525
Persistent link: https://www.econbiz.de/10001170746
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Money, interest rate spreads, and economic activity
Sauer, Christine; Scheide, Joachim - In: Weltwirtschaftliches Archiv : Zeitschrift des Instituts … 131 (1995) 4, pp. 708-722
Persistent link: https://www.econbiz.de/10001192525