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The Yield Curve and Real Activity

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Author Info
Zuliu Hu
Abstract

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Paper provided by International Monetary Fund in its series IMF Working Papers with number 93/19.

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Date of creation: 01 Mar 1993
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Handle: RePEc:imf:imfwpa:93/19

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Keywords: Interest rates ; Bond markets ; Economic models ;

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(explanations, 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.)
  1. Arusha Cooray, 2003. "A test of the expectations hypothesis of the term structure of interest rates for Sri Lanka," Applied Economics, Taylor and Francis Journals, vol. 35(17), pages 1819-1827, November. [Downloadable!] (restricted)
  2. Jim Day & Ron Lange, 1997. "The Structure of Interest Rates in Canada: Information Content about Medium-Term Inflation," Working Papers 97-10, Bank of Canada. [Downloadable!]
  3. Anonymous, 1993. "Expectations and the term structure of interest rates," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 56, December. [Downloadable!]
  4. Alfred A. Haug & Pierre L. Siklos, 2002. "The Term Spread International Evidence of Non-Linear Adjustment," Working Papers 2002_08, York University, Department of Economics, revised Jul 2004. [Downloadable!]
  5. Norbert Funke, 1997. "Predicting recessions: Some evidence for Germany," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 133(1), pages 90-102, March. [Downloadable!] (restricted)
  6. Arturo Estrella & Frederic S. Mishkin, 1999. "Predicting U.S. Recessions: Financial Variables as Leading Indicators," NBER Working Papers 5379, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  7. Fabio ALESSANDRINI, 2003. "Do Financial Variables Provide Information about the Swiss Business Cycle ?," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 03.02, Université de Lausanne, Faculté des HEC, DEEP. [Downloadable!]
  8. J. Breitung & B. Candelon, . "Testing for short and long-run causality: The case of the yield spread and economic growth," Sonderforschungsbereich 373 2001-96, Humboldt Universitaet Berlin.
  9. Reinhart, Carmen & Reinhart, Vincent, 1996. "Forecasting turning points in Canada," MPRA Paper 13884, University Library of Munich, Germany. [Downloadable!]
  10. Luis E Arango & Luz Adriana Flórez & Angélica M Arosemena, 2005. "El Tramo Corto de la Estructura a Plazo como Predictor de Expectativas de la Actividad Económica en Colombia," Cuadernos de Economía (Latin American Journal of Economics), Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 42(125), pages 79-101. [Downloadable!]
  11. Raffaele Passaro, 2007. "The Predictive Power of Interest Rates Spread for Economic Activity," Rivista di Politica Economica, SIPI Spa, vol. 97(6), pages 81-112, November-. [Downloadable!]
  12. Leo Krippner, 2005. "Investigating the Relationships between the Yield Curve, Output and Inflation using an Arbitrage-Free Version of the Nelson and Siegel Class of Yield Curve Models," Working Papers in Economics 05/02, University of Waikato, Department of Economics. [Downloadable!]
  13. Colin Simkin, 1998. "About Economic Inequality," Working Papers 9803, University of Sydney, Department of Economics. [Downloadable!]
  14. Jesús Crespo Cuaresma & Ernest Gnan & Doris Ritzberger-Grünwald, 2005. "The Term Structure as a Predictor of Real Activity and Inflation in the Euro Area: A Reassessment," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 141(2), pages 318-342, July. [Downloadable!] (restricted)
    Other versions:
  15. Andrew Fung & Bryan Chapple, 1994. "The yield curve as an indicator of monetary conditions," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 57, March. [Downloadable!]
  16. Angélica Arosemena, . "Lecturas Alternativas de la Estructura a Plazo: Una Breve Revisión de literatura," Borradores de Economia 223, Banco de la Republica de Colombia. [Downloadable!]
  17. Ólan T. Henry & Nilss Olekalns & Jonathan Thong, 2003. "Do Stock Market Returns Predict Changes to Output? Evidence from a Nonlinear Panel Data Model," Department of Economics - Working Papers Series 868, The University of Melbourne. [Downloadable!]
    Other versions:
  18. Luis Eduardo Arango & Luz Adriana Flórez & Angélica María Arosemena, . "El Tramo Corto de la Estructura a Plazo como Predictor de Expectativas de la Actividad Económica en Colombia," Borradores de Economia 279, Banco de la Republica de Colombia. [Downloadable!]
  19. Idrovo Aguirre, Byron, 2006. "Estimación del spread de tasas de corto y largo plazo: Un indicador de alerta temprana
    [An estimation of short and long term rates spread: a leading indicator]    ," MPRA Paper 11116, University Library of Munich, Germany, revised 12 Mar 2007. [Downloadable!]
  20. Sedillot, F., 1999. "La pente des taux contient-elle de l'information sur l'activite economique future?," Documents de Travail 67, Banque de France. [Downloadable!]
  21. James D. Hamilton & Dong Heon Kim, 2000. "A Re-examination of the Predictability of Economic Activity Using the Yield Spread," University of California at San Diego, Economics Working Paper Series 2000-23, Department of Economics, UC San Diego. [Downloadable!]
    Other versions:
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