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Volumn 66, Issue 1, 2000, Pages 79-83

The term spread as a monthly cyclical indicator: An evaluation

Author keywords

Business cycle; E47; Forecasting; Term structure

Indexed keywords


EID: 0034405538     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1765(99)00184-6     Document Type: Article
Times cited : (13)

References (7)
  • 1
    • 0001959632 scopus 로고
    • On the predictive power of interest rates and interest rate spreads
    • Bernanke B. On the predictive power of interest rates and interest rate spreads. New England Economic Review. Nov./Dec. 1990;51-68.
    • (1990) New England Economic Review , pp. 51-68
    • Bernanke, B.1
  • 2
    • 0002854580 scopus 로고    scopus 로고
    • Strengthening the case for the yield curve as a predictor of U.S. recessions
    • Dueker M. Strengthening the case for the yield curve as a predictor of U.S. recessions. Federal Reserve Bank of St. Louis Review. 79:(2):1997;41-50.
    • (1997) Federal Reserve Bank of St. Louis Review , vol.79 , Issue.2 , pp. 41-50
    • Dueker, M.1
  • 4
    • 84977702570 scopus 로고
    • The term structure as a predictor of real economic activity
    • Estrella A., Hardouvelis G. The term structure as a predictor of real economic activity. Journal of Finance. 46:1991;555-576.
    • (1991) Journal of Finance , vol.46 , pp. 555-576
    • Estrella, A.1    Hardouvelis, G.2
  • 5
    • 0039066423 scopus 로고    scopus 로고
    • Predicting U.S. recessions: Financial variables as leading indicators
    • Estrella A., Mishkin F. Predicting U.S. recessions: financial variables as leading indicators. Review of Economics and Statistics. 80:1998;45-61.
    • (1998) Review of Economics and Statistics , vol.80 , pp. 45-61
    • Estrella, A.1    Mishkin, F.2
  • 6
    • 0032372708 scopus 로고    scopus 로고
    • Indicator properties of the paper-bill spread: Lessons from recent experience
    • Friedman B., Kuttner K. Indicator properties of the paper-bill spread: lessons from recent experience. Review of Economics and Statistics. 80:1998;34-43.
    • (1998) Review of Economics and Statistics , vol.80 , pp. 34-43
    • Friedman, B.1    Kuttner, K.2
  • 7
    • 70350339772 scopus 로고    scopus 로고
    • Interest rate spreads as predictors of business cycles
    • G. Maddala, Rao C. Amsterdam: Elsevier
    • Lahiri K., Wang J. Interest rate spreads as predictors of business cycles. Maddala G., Rao C. Handbook of Statistics. Vol. 14:1996;297-315 Elsevier, Amsterdam.
    • (1996) Handbook of Statistics , vol.14 , pp. 297-315
    • Lahiri, K.1    Wang, J.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.