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The predictive content of the interest rate term spread for future economic growth Author info | Abstract | Publisher info | Download info | Related research | Statistics Michael Dotsey
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Article provided by Federal Reserve Bank of Richmond in its journal Economic Quarterly .
Volume (Year): (1998)
Issue (Month): Sum ()
Pages: 31-51
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Handle: RePEc:fip:fedreq:y:1998:i:sum:p:31-51Contact details of provider: Web page: http://www.richmondfed.org/ More information through EDIRC
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Keywords: Interest rates ; Forecasting ; Other versions of this item:
References listed on IDEAS Please 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.: Newey, Whitney K & West, Kenneth D, 1987.
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"Predicting real growth using the yield curve ,"
Economic Review ,
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Catherine Bonser-Neal & Timothy R. Morley, 1997.
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Economic Review ,
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Economic Perspectives ,
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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 555-76, June.
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Other versions: Sharon Kozicki, 1997.
"Predicting real growth and inflation with the yield spread ,"
Economic Review ,
Federal Reserve Bank of Kansas City, issue Q IV, pages 39-57.
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Michael Dueker, 1997.
"Strengthening the case for the yield curve as a predictor of U.S. recessions ,"
Review ,
Federal Reserve Bank of St. Louis, issue Mar, pages 41-51.
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James H. Stock & Mark W. Watson, 1989.
"New Indexes of Coincident and Leading Economic Indicators ,"
NBER Chapters ,
in: NBER Macroeconomics Annual 1989, Volume 4, pages 351-409
National Bureau of Economic Research, Inc.
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Other versions: Estrella, Arturo & Mishkin, Frederic S., 1997.
"The predictive power of the term structure of interest rates in Europe and the United States: Implications for the European Central Bank ,"
European Economic Review ,
Elsevier, vol. 41(7), pages 1375-1401, July.
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Diebold, Francis X & Mariano, Roberto S, 1995.
"Comparing Predictive Accuracy ,"
Journal of Business & Economic Statistics ,
American Statistical Association, vol. 13(3), pages 253-63, July.
Other versions:
Francis X. Diebold & Robert S. Mariano, 1994.
"Comparing Predictive Accuracy ,"
NBER Technical Working Papers
0169, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted) Diebold, Francis X & Mariano, Roberto S, 2002.
"Comparing Predictive Accuracy ,"
Journal of Business & Economic Statistics ,
American Statistical Association, vol. 20(1), pages 134-44, January.
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.
[Downloadable!] (restricted)
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