The slope of the yield curve and real economic activity: tracing the transmission mechanism
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Bibliographic Info
Article provided by Elsevier in its journal Economics Letters.
Volume (Year): 59 (1998)
Issue (Month): 3 (June)
Pages: 353-360
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Web page: http://www.elsevier.com/locate/ecolet
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Keywords:References
References listed on IDEASPlease report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Olivier Jean Blanchard & Danny Quah, 1990.
"The Dynamic Effects of Aggregate Demand and Supply Disturbances,"
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- Hansen, Lars Peter, 1982. "Large Sample Properties of Generalized Method of Moments Estimators," Econometrica, Econometric Society, vol. 50(4), pages 1029-54, July.
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"New Indexes Of Coincident And Leading Economic Indicators,"
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- Zuliu Hu, 1993. "The Yield Curve and Real Activity," IMF Staff Papers, Palgrave Macmillan, vol. 40(4), pages 781-806, December.
- Zuliu Hu, 1993. "The Yield Curve and Real Activity," IMF Working Papers 93/19, International Monetary Fund.
- 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.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.Cited by:
- Chikashi Tsuji, 2005. "Does the term structure predict real economic activity in Japan?," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 1(4), pages 249-257, July.
- Huseyin Kaya, 2013. "On the Predictive Power of Yield Spread for Future Growth and Recession: The Turkish Case?," Working Papers 010, Bahcesehir University, Betam.
- Caroline Jardet, 2002.
"Why did the Term Structure of Interest Rates Lose its Predictive Power ?,"
Working Papers
2002-05, Centre de Recherche en Economie et Statistique.
- Jardet, Caroline, 2004. "Why did the term structure of interest rates lose its predictive power?," Economic Modelling, Elsevier, vol. 21(3), pages 509-524, May.
- Georgopoulos, George & Hejazi, Walid, 2009. "Financial structure and the heterogeneous impact of monetary policy across industries," Journal of Economics and Business, Elsevier, vol. 61(1), pages 1-33.
- Muellbauer, John & Nunziata, Luca, 2001. "Credit, the Stock Market and Oil: Forecasting US GDP," CEPR Discussion Papers 2906, C.E.P.R. Discussion Papers.
- Omay, Tolga, 2008. "The Term Structure of Interest Rate as a Predictor of Inflation and Real Economic Activity: Nonlinear Evidence from Turkey," MPRA Paper 28572, University Library of Munich, Germany.
- Rajan Goyal & K. Kanagasabapathy, 2002. "Yield Spread as a Leading Indicator of Real Economic Activity- An Empirical Exercise on the Indian Economy," IMF Working Papers 02/91, International Monetary Fund.
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