Predicting recessions: Some evidence for Germany

Weltwirtschaftliches Archiv

Volumn 133, Issue 1, 1997, Pages 90-102

  Funke, Norbert ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0031507879     PISSN: 00432636     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF02707678     Document Type: Article

References (18)

1. Browne, F., and P. Manasse (1989). The Information Content of the Term Structure of Interest Rates: Theory and Practice. Organisation for Economic Co-operation and Development Working Paper 69. Paris.
2. Davis, E. P., and S. G. B. Henry (1994). The Use of Financial Spreads as Indicator Variables: Evidence for the United Kingdom and Germany. International Monetary Fund Staff Papers 41(3):517-525.
3. Duguay, P. (1994). Empirical Evidence on the Strength of the Monetary Transmission Mechanism in Canada: An Aggregate Approach. Journal of Monetary Economics 33(1):39-61.
4. Estrella, A. (1995). Measure of Fit with Dichotomous Dependent Variables: Critical Review and a New Proposal. Federal Reserve Bank of New York, mimeo.
5. Estrella, A., and F. S. Mishkin (1995a). The Term Structure of Interest Rates and its Role in Monetary Policy for the European Central Bank. National Bureau of Economic Research Working Paper 5279. Cambridge, Mass.
6. _ (1995b). Predicting U.S. Recessions: Financial Variables as Leading Indicators. National Bureau of Economic Research Working Paper 5379. Cambridge, Mass.
7. _ (1996). The Yield Curve as a Predictor of U.S. Recessions. Federal Reserve Bank of New York Quarterly Review 2(7):1-5.
8. Frankel, J. A., and A. K. Rose (1996). Currency Crashes in Emerging Markets: An Empirical Treatment. Review of International Ecomonics, forthcoming.
9. Funke, N. (1996). Vulnerability of Fixed Exchange Rate Regimes: The Role of Economic Fundamentals. OECD Economic Studies (26):157-176.
10. Gerlach, S. (1994). German Unification and the Demand for German M3. Bank for International Settlements (BIS), Working Paper 21. Basle.
11. _ (1995). The Information Content of the Term Structure: Evidence for Germany. Bank for International Settlements (BIS), Working Paper 29. Basle.
12. Hu, Z. (1993). The Yield Curve and Real Activity. International Monetary Fund Staff Paper 40(4):781-806.
13. International Monetary Fund (IMF) (1996). World Economic Outlook - Prospects and Policy Issues. Washington, D.C.
14. Nilsson, R. (1987). OECD Leading Indicators. OECD Economic Studies 9:105-145.
15. OECD (1996). Economic Outlook, No. 59, June. Paris.
16. Sauer, C., and J. Scheide (1995). Money, Interest Rate Spreads, and Economic Activity. Weltwirtschaftliches Archiv 131(4):708-722.
17. Stock, J., and M. Watson (1989). New Indexes of Coincident and Leading Indicators. In O. Blanchard and S. Fischer (eds.), NBER Macroeconomic Annual. Cambridge, Mass.: MIT Press.
18. Sutton, G. (1995). Is There Excess Comovement of Bond Yields Between Countries? Bank for International Settlements, mimeo.