Does the yield curve signal recession?
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- Mikhail V. Oet & John M. Dooley & Stephen J. Ong, 2015.
"The Financial Stress Index: Identification of Systemic Risk Conditions,"
Risks, MDPI, Open Access Journal, vol. 3(3), pages 1-25, September.
- Timothy Bianco & Ryan Eiben & Dieter Gramlich & Mikhail V. Oet & Stephen J. Ong, 2011. "The financial stress index: identification of systemic risk conditions," Working Papers (Old Series) 1130, Federal Reserve Bank of Cleveland, revised 2011.
- De Santis, Roberto A., 2012. "Quantity theory is alive: the role of international portfolio shifts," Working Paper Series 1435, European Central Bank.
- Rudebusch, Glenn D. & Williams, John C., 2009.
"Forecasting Recessions: The Puzzle of the Enduring Power of the Yield Curve,"
Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 492-503.
- Glenn D. Rudebusch & John C. Williams, 2007. "Forecasting recessions: the puzzle of the enduring power of the yield curve," Working Paper Series 2007-16, Federal Reserve Bank of San Francisco, revised 2007.
More about this item
KeywordsInterest rates; Recessions; Economic forecasting;
StatisticsAccess and download statistics
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