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Monetary regimes, the term structure and business cycles in Ireland, 1972-2018
Stuart, Rebecca - 2020
economies. The literature emphasizes the role of monetary policy for this predictive ability. Between 1972-2018, Ireland … when Ireland was a member of the EMS (1979-1998); and third, as a member of the euro area (1999-2018). Using dynamic probit … which the Central Bank of Ireland had any discretion to set interest rates based on domestic conditions. …
Persistent link: https://www.econbiz.de/10012219115
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The term structure, leading indicators, and recessions: Evidence from Switzerland, 1974-2017
Stuart, Rebecca - In: Swiss Journal of Economics and Statistics 156 (2020) 1, pp. 1-17
This paper studies the predictive power for recessions of the slope of the Swiss term structure using monthly data for … 1974-2017. Dynamic probit models indicate that the term structure contains information useful for predicting recessions for … horizons up to 19 months. Whether the economy is currently in recession or not is also useful for forecasting recessions. These …
Persistent link: https://www.econbiz.de/10013205786
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The term structure, leading indicators, and recessions: evidence from Switzerland, 1974-2017
Stuart, Rebecca - In: Swiss journal of economics and statistics 156 (2020) 1/2, pp. 1-17
This paper studies the predictive power for recessions of the slope of the Swiss term structure using monthly data for … 1974-2017. Dynamic probit models indicate that the term structure contains information useful for predicting recessions for … horizons up to 19 months. Whether the economy is currently in recession or not is also useful for forecasting recessions. These …
Persistent link: https://www.econbiz.de/10012257468
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Predicting severe simultaneous recessions using yield spreads as leading indicators
Christiansen, Charlotte - In: Journal of International Money and Finance 32 (2013) C, pp. 1032-1043
Severe simultaneous recessions are defined to occur when at least half of the countries under investigation (Australia … that extend upon stylized facts for US recessions. One, are the occurrences of simultaneous recessions predictable? Two …, does the yield spread predict future occurrences of simultaneous recessions? I use the indicator for severe simultaneous …
Persistent link: https://www.econbiz.de/10010594695
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Predicting Severe Simultaneous Recessions Using Yield Spreads as Leading Indicators
Christiansen, Charlotte - School of Economics and Management, University of Aarhus - 2011
Severe simultaneous recessions are de?ned to occur when at least half of the countries under investigation (Australia … that extend upon stylized facts for US recessions. One, are the occurrences of simultaneous recessions predictable? Two …, does the yield spread predict future occurrences of simultaneous recessions? I use the indicator for severe simultaneous …
Persistent link: https://www.econbiz.de/10009371455
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Are labour market structures endogenously dependent on the monetary regime? Empirical evidence from Denmark 1875-2007
Abildgren, Kim - 2008
The historical experience from the past 100 years or so indicates that parts of the labourmarket structure in Denmark are endogenously dependent on the monetary regime. A credible monetary regime that delivers on the final target of price stability gives a basis for inflation expectations firmly...
Persistent link: https://www.econbiz.de/10010321197
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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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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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Monetary Policy after the Crisis
Belka, Marek; Thomsen, Jens; Abildgren, Kim; Catte, Pietro - 2011
On 4 March 2011, SUERF – The European Money and Finance Forum and the National Bank of Poland jointly organised a conference on the theme of: "Monetary Policy after the Crisis". Following a call for papers with a large number of submissions, the scientific committee selected 9 papers, which...
Persistent link: https://www.econbiz.de/10011689949
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Monetary policy after the crisis : a joint publication with the National Bank of Poland
Gnan, Ernest (ed.); Kokoszcynski, Ryszard (ed.);  … - Conference Monetary Policy after the Crisis <2011, Warschau>; … - 2011
On 4 March 2011, SUERF – The European Money and Finance Forum and the National Bank of Poland jointly organised a conference on the theme of: "Monetary Policy after the Crisis". Following a call for papers with a large number of submissions, the scientific committee selected 9 papers, which...
Persistent link: https://www.econbiz.de/10011710723