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Predicting recessions: Some evidence for Germany

  • Norbert Funke
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    File URL: http://hdl.handle.net/10.1007/BF02707678
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    Article provided by Springer in its journal Weltwirtschaftliches Archiv.

    Volume (Year): 133 (1997)
    Issue (Month): 1 (March)
    Pages: 90-102

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    Handle: RePEc:spr:weltar:v:133:y:1997:i:1:p:90-102
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    1. Arturo Estrella & Frederic S. Mishkin, 1995. "The term structure of interest rates and its role in monetary policy for the European Central Bank," Research Paper 9526, Federal Reserve Bank of New York.
    2. Stefan Gerlach, 1994. "German unification and the demand for German M3," BIS Working Papers 21, Bank for International Settlements.
    3. Zuliu Hu, 1993. "The Yield Curve and Real Activity," IMF Working Papers 93/19, International Monetary Fund.
    4. Duguay, Pierre, 1994. "Empirical evidence on the strength of the monetary transmission mechanism in Canada: An aggregate approach," Journal of Monetary Economics, Elsevier, vol. 33(1), pages 39-61, February.
    5. 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.
    6. Jeffrey A. Frankel & Andrew K. Rose, 1996. "Currency crashes in emerging markets: an empirical treatment," International Finance Discussion Papers 534, Board of Governors of the Federal Reserve System (U.S.).
    7. Frank Browne & Paolo Manasse, 1989. "The Information Content of the Term Structure of Interest Rates: Theory and Practice," OECD Economics Department Working Papers 69, OECD Publishing.
    8. E. P. Davis & S. G. B. Henry, 1994. "The Use of Financial Spreads as Indicator Variables: Evidence for the United Kingdom and Germany," IMF Staff Papers, Palgrave Macmillan, vol. 41(3), pages 517-525, September.
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