The Australian yield curve as a leading indicator of consumption growth
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References listed on IDEAS
- Arturo Estrella & Frederic S. Mishkin, 1998.
"Predicting U.S. Recessions: Financial Variables As Leading Indicators,"
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- Arturo Estrella & Frederic S. Mishkin, 1996. "Predicting U.S. recessions: financial variables as leading indicators," Research Paper 9609, Federal Reserve Bank of New York.
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- Periklis Gogas & Ioannis Pragidis, 2012. "GDP trend deviations and the yield spread: the case of eight E.U. countries," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 36(1), pages 226-237, January.
- Bruce Felmingham & Su San Leong, 2003. "The stationarity of Australian real interest rates with and without structural breaks," Applied Economics Letters, Taylor & Francis Journals, vol. 10(4), pages 239-241.
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- Gogas, Periklis & Pragidis, Ioannis, 2010.
"GDP Trend Deviations and the Yield Spread: the Case of Five E.U. Countries,"
DUTH Research Papers in Economics
2-2010, Democritus University of Thrace, Department of Economics.
- Periklis Gogas & Ioannis Pragidis, 2010. "GDP Trend Deviations and the Yield Spread: the Case of Five E.U. Countries," Papers 1005.1326, arXiv.org.
- Arif Dar & Amaresh Samantaraya & Firdous Shah, 2014. "The predictive power of yield spread: evidence from wavelet analysis," Empirical Economics, Springer, vol. 46(3), pages 887-901, May.
- Benjamin Ford & Karen Taylor, 2005. "Recent developments in Australian bond yields," Economic Roundup, The Treasury, Australian Government, issue 4, pages 111-120, December.
- Hyde, Stuart & Sherif, Mohamed, 2010. "Consumption asset pricing and the term structure," The Quarterly Review of Economics and Finance, Elsevier, vol. 50(1), pages 99-109, February.
- Rendu de Lint, Christel & Stolin, David, 2003. "The predictive power of the yield curve: a theoretical assessment," Journal of Monetary Economics, Elsevier, vol. 50(7), pages 1603-1622, October.
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