Forecasting recessions using the yield curve
- 7 March 2005
- journal article
- research article
- Published by Wiley in Journal of Forecasting
- Vol. 24 (2), 77-103
- https://doi.org/10.1002/for.932
Abstract
No abstract availableKeywords
This publication has 10 references indexed in Scilit:
- Predicting a recession: evidence from the yield curve in the presence of structural breaksEconomics Letters, 2002
- Recent Changes in the US Business CycleThe Manchester School, 2001
- Markov Chain Monte Carlo Methods: Computation and InferenceHandbook of Econometrics, 2001
- Output Fluctuations in the United States: What Has Changed Since the Early 1980's?American Economic Review, 2000
- Has the U.S. Economy Become More Stable? A Bayesian Approach Based on a Markov-Switching Model of the Business CycleThe Review of Economics and Statistics, 1999
- Bayes factors and nonlinearity: Evidence from economic time seriesJournal of Econometrics, 1999
- Using simulation methods for bayesian econometric models: inference, development,and communicationEconometric Reviews, 1999
- Predicting U.S. Recessions: Financial Variables as Leading IndicatorsThe Review of Economics and Statistics, 1998
- Indicator Properties of the Paper—Bill Spread: Lessons from Recent ExperienceThe Review of Economics and Statistics, 1998
- Forecasts of Economic Growth from the Bond and Stock MarketsCFA Magazine, 1989