Are yield-curve/monetary cycles’ approaches enough to predict recessions?
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DOI: 10.1057/s11369-018-0100-6
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Cited by:
- Kajal Lahiri & Cheng Yang, 2022. "ROC approach to forecasting recessions using daily yield spreads," Business Economics, Palgrave Macmillan;National Association for Business Economics, vol. 57(4), pages 191-203, October.
- Azhar Iqbal & Sam Bullard & Nicole Cervi, 2023. "Predicting recessions, depth of recessions and monetary policy pivots: a new approach," Business Economics, Palgrave Macmillan;National Association for Business Economics, vol. 58(4), pages 224-236, October.
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More about this item
Keywords
New framework; Monetary cycles; Yield curve; Recession prediction; Asset prices bubbles;All these keywords.
JEL classification:
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
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