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Volumn 34, Issue 2, 2002, Pages 340-360

A reexamination of the predictability of economic activity using the yield spread

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0036000679     PISSN: 00222879     EISSN: None     Source Type: Journal    
DOI: 10.1353/mcb.2002.0040     Document Type: Article
Times cited : (198)

References (45)
  • 29
    • 0003373717 scopus 로고
    • Forecasts of economic growth from the bond and stock markets
    • September/October
    • (1989) Financial Analysts Journal , vol.45 , pp. 38-45
  • 40
    • 0000706085 scopus 로고
    • A simple, positive semi-definite, Heteroskedasticity and autocorrelation consistent covariance matrix
    • (1987) Econometrica , vol.55 , pp. 703-708
    • Newey, W.K.1    West, K.D.2
  • 45
    • 77956750491 scopus 로고    scopus 로고
    • Business cycle fluctuations in U.S. macroeconomic time series
    • edited by John B. Taylor and Michael Woodford. Amsterdam: North-Holland
    • (1999) Handbook of Macroeconomics , vol.1 A


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.