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Low interest rates, policy, and the predictive content of the yield curve
Bordo, Michael D.; Haubrich, Joseph Gerard - 2020
historical data going back to the 19th century for the United States and more recent data for the United Kingdom, Germany, and … Japan. This paper is similar in spirit to Ramey and Zubairy (2018), who look at the government spending multiplier in times …
Persistent link: https://www.econbiz.de/10012388339
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A reappraisal of the leading indicator properties of the yield curve under structural instability
Schrimpf, Andreas; Wang, Qingwei - In: International journal of forecasting 26 (2010) 4, pp. 836-857
Persistent link: https://www.econbiz.de/10008807702
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Forecasting magnitudes of economic change with long-leading indexes : six countries
Moore, Geoffrey Hoyt; Cullity, John P.; Boehm, Ernst Arthur - 1993
Persistent link: https://www.econbiz.de/10000881675
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Predicting cycles in economic activity
Haltmaier, Jane T. - 2008
Persistent link: https://www.econbiz.de/10003997778
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Learning and heterogeneity in GDP and inflation forecasts
Lahiri, Kajal; Sheng, Xuguang - In: International journal of forecasting 26 (2010) 2, pp. 265-292
Persistent link: https://www.econbiz.de/10003980355
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"Pjaterka" i Kitaj : sopostavitelʹnyj prognoz ėkonomičeskogo raz vitija na period do 2015 goda
Malyšev, V. L.; Rachlina, Ljudmila I. - In: Voprosy ėkonomiki : ordena trudovogo krasnogo znameni … 70 (1998) 11, pp. 137-151
Persistent link: https://www.econbiz.de/10001255180
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Zinsniveau und Zinsstruktur in Österreich : Studie des Österreichischen Instituts für Wirtschaftsforschung
Brandner, Peter; Jäger, Albert - 1992
Persistent link: https://www.econbiz.de/10000861398
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The term structure of interest rates in the onshore markets of the United States, Germany and Japan
Popper, Helen - 1990
Persistent link: https://www.econbiz.de/10000130677
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An international examination of affine term structure models and the expectations hypothesis
Tang, Huarong (contributor); Xia, Yihong (contributor) - 2005
Persistent link: https://www.econbiz.de/10003726386
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International stock return predictability under model uncertainty
Schrimpf, Andreas (contributor) - 2008
This paper examines return predictability when the investor is uncertain about the right state variables. A novel feature of the model averaging approach used in this paper is to account for finite-sample bias of the coefficients in the predictive regressions. Drawing on an extensive...
Persistent link: https://www.econbiz.de/10003728591