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Interest Rate Spreads And The Prediction Of Real Economic Activity: The Case Of Singapore

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  • Y. K. TSE

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  • Y. K. Tse, 1998. "Interest Rate Spreads And The Prediction Of Real Economic Activity: The Case Of Singapore," The Developing Economies, Institute of Developing Economies, vol. 36(3), pages 289-304, September.
    • Handle: RePEc:bla:deveco:v:36:y:1998:i:3:p:289-304
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    File URL: http://hdl.handle.net/10.1111/j.1746-1049.1998.tb00220.x
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    1. Newey, Whitney & West, Kenneth, 2014. "A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 33(1), pages 125-132.
    2. Estrella, Arturo & Hardouvelis, Gikas A, 1991. "The Term Structure as a Predictor of Real Economic Activity," Journal of Finance, American Finance Association, vol. 46(2), pages 555-576, June.
    3. Friedman, Benjamin M & Kuttner, Kenneth N, 1992. "Money, Income, Prices, and Interest Rates," American Economic Review, American Economic Association, vol. 82(3), pages 472-492, June.
    4. Lakshman Alles, 1995. "The Australian Term Structure as a Predictor of Real Economic Activity," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 28(4), pages 71-85, October.
    5. Plosser, Charles I. & Geert Rouwenhorst, K., 1994. "International term structures and real economic growth," Journal of Monetary Economics, Elsevier, vol. 33(1), pages 133-155, February.
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    Cited by:

    1. Fida Hussain & Asif Mahmood, 2017. "Predicting Output Growth and Inflation in Pakistan: The Role of Yield Spread," SBP Research Bulletin, State Bank of Pakistan, Research Department, vol. 13, pages 53-76.
    2. Abdul Majid, Muhamed Zulkhibri, 2011. "Predicting Output and Inflation in Less Developed Financial Markets Using the Yield Curve: Evidence from Malaysia," MPRA Paper 29039, University Library of Munich, Germany.

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