-
1
-
-
0001162133
-
Tests for Parameter Instability and Structural Change with Unknown Change Point
-
Andrews, Donald W. K., "Tests for Parameter Instability and Structural Change with Unknown Change Point," Econometrica 61:4 (1993), 821-856.
-
(1993)
Econometrica
, vol.61
, Issue.4
, pp. 821-856
-
-
Andrews, D.W.K.1
-
2
-
-
84963021955
-
Inference in Non-linear Econometric Models with Structural Change
-
Andrews, Donald W. K., and Ray C. Fair, "Inference in Non-linear Econometric Models with Structural Change," Review of Economic Studies 55 (1988), 615-640.
-
(1988)
Review of Economic Studies
, vol.55
, pp. 615-640
-
-
Andrews, D.W.K.1
Fair, R.C.2
-
3
-
-
0346906789
-
Estimating and Testing Linear Models with Multiple Structural Changes
-
Bai, Jushan, and Pierre Perron, "Estimating and Testing Linear Models with Multiple Structural Changes," Econometrica 66:1 (1998), 47-78.
-
(1998)
Econometrica
, vol.66
, Issue.1
, pp. 47-78
-
-
Bai, J.1
Perron, P.2
-
4
-
-
0006853070
-
The Information Content of the Yield Curve for Monetary Policy: A Survey
-
Berk, Jan Marc, "The Information Content of the Yield Curve for Monetary Policy: A Survey," De Economist 146 (1998), 303-320.
-
(1998)
De Economist
, vol.146
, pp. 303-320
-
-
Berk, J.M.1
-
8
-
-
0032771542
-
By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior
-
Campbell, John Y., and John H. Cochrane, "By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior," The Journal of Political Economy 107:2 (1999), 205-251.
-
(1999)
The Journal of Political Economy
, vol.107
, Issue.2
, pp. 205-251
-
-
Campbell, J.Y.1
Cochrane, J.H.2
-
9
-
-
84890656542
-
-
Princeton, NJ: Princeton University Press
-
Campbell, John Y., Andrew W. Lo, and A. Craig MacKinlay, The Econometrics of Financial Markets (Princeton, NJ: Princeton University Press, 1997).
-
(1997)
The Econometrics of Financial Markets
-
-
Campbell, J.Y.1
Lo, A.W.2
MacKinlay, A.C.3
-
10
-
-
84977738382
-
Financial Investment Opportunities and the Macro-economy
-
Chen, Nai-Fu, "Financial Investment Opportunities and the Macro-economy," Journal of Finance 46 (1991), 529-554.
-
(1991)
Journal of Finance
, vol.46
, pp. 529-554
-
-
Chen, N.-F.1
-
11
-
-
0031314630
-
Are Financial Spreads Useful Indicators of Future Inflation and Output Growth in E.U. Countries?
-
Davis, E. Philip, and Gabriel Fagan, "Are Financial Spreads Useful Indicators of Future Inflation and Output Growth in E.U. Countries?" Journal of Applied Econometrics 12 (1997), 701-714.
-
(1997)
Journal of Applied Econometrics
, vol.12
, pp. 701-714
-
-
Davis, E.P.1
Fagan, G.2
-
12
-
-
0001377882
-
The Use of Financial Spreads as Indicator Variables: Evidence for the United Kingdom and Germany
-
I.M.F., Washington, DC
-
Davis, E. Philip, and S. G. B. Henry, "The Use of Financial Spreads as Indicator Variables: Evidence for the United Kingdom and Germany," Staff Papers 41, I.M.F., Washington, DC (1994), 517-525.
-
(1994)
Staff Papers
, vol.41
, pp. 517-525
-
-
Davis, E.P.1
Henry, S.G.B.2
-
13
-
-
84963160141
-
Crossing Probabilities for a Square Root Boundary by a Bessel Process
-
DeLong, David M., "Crossing Probabilities for a Square Root Boundary by a Bessel Process," Communications in Statistics - Theory and Methods A10:21 (1981), 2197-2213.
-
(1981)
Communications in Statistics - Theory and Methods
, vol.A10
, Issue.21
, pp. 2197-2213
-
-
Delong, D.M.1
-
15
-
-
0002973491
-
The Predictive Content of the Interest Rate Term Spread for Future Economic Growth
-
Federal Reserve Bank of Richmond
-
Dotsey, Michael, "The Predictive Content of the Interest Rate Term Spread for Future Economic Growth," Economic Quarterly 84, Federal Reserve Bank of Richmond (1998), 31-51.
-
(1998)
Economic Quarterly
, vol.84
, pp. 31-51
-
-
Dotsey, M.1
-
16
-
-
0032342631
-
A New Measure of Fit for Equations with Dichotomous Dependent Variables
-
Estrella, Arturo, "A New Measure of Fit for Equations with Dichotomous Dependent Variables," Journal of Business and Economic Statistics 16 (1998), 198-205.
-
(1998)
Journal of Business and Economic Statistics
, vol.16
, pp. 198-205
-
-
Estrella, A.1
-
17
-
-
7244233250
-
Why Does the Yield Curve Predict Output and Inflation?
-
Federal Reserve Bank of New York
-
Estrella, Arturo, "Why Does the Yield Curve Predict Output and Inflation?" Working Paper, Federal Reserve Bank of New York (2003).
-
(2003)
Working Paper
-
-
Estrella, A.1
-
18
-
-
0000321564
-
Dynamic Inconsistencies: Counterfactual Implications of a Class of Rational Expectations Models
-
Estrella, Arturo, and Jeffrey C. Fuhrer, "Dynamic Inconsistencies: Counterfactual Implications of a Class of Rational Expectations Models," American Economic Review 92 (2002), 1013-1028.
-
(2002)
American Economic Review
, vol.92
, pp. 1013-1028
-
-
Estrella, A.1
Fuhrer, J.C.2
-
19
-
-
84977702570
-
The Term Structure as a Predictor of Real Economic Activity
-
Estrella, Arturo, and Gikas Hardouvelis, "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
-
20
-
-
0001119285
-
The Predictive Power of the Term Structure of Interest Rates in Europe and the United States: Implications for The European Central Bank
-
Estrella, Arturo, and Frederic S. Mishkin, "The Predictive Power of the Term Structure of Interest Rates in Europe and the United States: Implications for The European Central Bank," European Economic Review 41 (1997), 1375-1401.
-
(1997)
European Economic Review
, vol.41
, pp. 1375-1401
-
-
Estrella, A.1
Mishkin, F.S.2
-
21
-
-
0039066423
-
Predicting U.S. Recessions: Financial Variables as Leading Indicators
-
Estrella, Arturo, and Frederic S. Mishkin, "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.S.2
-
23
-
-
0006161982
-
How Reliable are Recession Prediction Models?
-
Federal Reserve Bank of Kansas City
-
Filardo, Andrew J., "How Reliable are Recession Prediction Models?" Economic Review 83, Federal Reserve Bank of Kansas City (1999), 35-55.
-
(1999)
Economic Review
, vol.83
, pp. 35-55
-
-
Filardo, A.J.1
-
24
-
-
0038466761
-
Fitting the Term Structure of Interest Rates with Smoothing Splines
-
Federal Reserve Board, Washington, DC
-
Fisher, Mark, Douglas Nychka, and David Zervos, "Fitting the Term Structure of Interest Rates with Smoothing Splines," FEDS working paper no. 95-1, Federal Reserve Board, Washington, DC (1995).
-
(1995)
FEDS Working Paper No. 95-1
, vol.95
, Issue.1
-
-
Fisher, M.1
Nychka, D.2
Zervos, D.3
-
25
-
-
0042594287
-
The Policy Content of the Yield Curve Slope
-
Gamber, Edward N., "The Policy Content of the Yield Curve Slope," Review of Financial Economics 5:2 (1996), 163-179.
-
(1996)
Review of Financial Economics
, vol.5
, Issue.2
, pp. 163-179
-
-
Gamber, E.N.1
-
26
-
-
0031391587
-
The Information Content of the Term Structure: Evidence for Germany
-
Gerlach, Stefan, "The Information Content of the Term Structure: Evidence for Germany," Empirical Economics 22:2 (1997), 161-179.
-
(1997)
Empirical Economics
, vol.22
, Issue.2
, pp. 161-179
-
-
Gerlach, S.1
-
27
-
-
0041853055
-
Predictive Tests for Structural Change with Unknown Breakpoint
-
Ghysels, Eric, Alain Quay, and Alastair Hall, "Predictive Tests for Structural Change with Unknown Breakpoint," Journal of Econometrics 82 (1997), 209-233.
-
(1997)
Journal of Econometrics
, vol.82
, pp. 209-233
-
-
Ghysels, E.1
Quay, A.2
Hall, A.3
-
28
-
-
0001645275
-
A Test for Structural Stability of Euler Conditions Parameters Estimated via the Generalized Method of Moments Estimator: Small Sample Properties
-
Ghysels, Eric, and Alastair Hall, "A Test for Structural Stability of Euler Conditions Parameters Estimated via the Generalized Method of Moments Estimator: Small Sample Properties," International Economic Review 31:2 (1990), 355-365.
-
(1990)
International Economic Review
, vol.31
, Issue.2
, pp. 355-365
-
-
Ghysels, E.1
Hall, A.2
-
29
-
-
0001881458
-
Testing for Structural Change in Conditional Models
-
Hansen, Bruce E., "Testing for Structural Change in Conditional Models," Journal of Econometrics 97 (2000), 93-115.
-
(2000)
Journal of Econometrics
, vol.97
, pp. 93-115
-
-
Hansen, B.E.1
-
30
-
-
0000414660
-
Large Sample Properties of Generalized Method of Moments Estimators
-
Hansen, Lars Peter, "Large Sample Properties of Generalized Method of Moments Estimators," Econometrica 50 (1982), 1029-1054.
-
(1982)
Econometrica
, vol.50
, pp. 1029-1054
-
-
Hansen, L.P.1
-
31
-
-
0003109543
-
The Real Term Structure and Consumption Growth
-
Harvey, Campbell, "The Real Term Structure and Consumption Growth," Journal of Financial Economics 22:2 (1988), 305-333.
-
(1988)
Journal of Financial Economics
, vol.22
, Issue.2
, pp. 305-333
-
-
Harvey, C.1
-
32
-
-
0001441493
-
Monetary Policy Regime Shifts and the Unusual Behavior of Real Interest Rates
-
Spring
-
Huizinga, John, and Frederic S. Mishkin, "Monetary Policy Regime Shifts and the Unusual Behavior of Real Interest Rates," Carnegie-Rochester Conference Series on Public Policy 24 (Spring 1986), 231-274.
-
(1986)
Carnegie-Rochester Conference Series on Public Policy
, vol.24
, pp. 231-274
-
-
Huizinga, J.1
Mishkin, F.S.2
-
33
-
-
0002795424
-
A Multicountry Comparison of Term-Structure Forecasts at Long Horizons
-
Jorion, Philippe, and Frederic S. Mishkin, "A Multicountry Comparison of Term-Structure Forecasts at Long Horizons," Journal of Financial Economics 29 (1991), 59-80.
-
(1991)
Journal of Financial Economics
, vol.29
, pp. 59-80
-
-
Jorion, P.1
Mishkin, F.S.2
-
34
-
-
0000618947
-
Future Inflation and the Information in International Term Structures
-
Koedijk, Kees G., and Clemens J. M. Kool, "Future Inflation and the Information in International Term Structures," Empirical Economics 20 (1995), 217-242.
-
(1995)
Empirical Economics
, vol.20
, pp. 217-242
-
-
Koedijk, K.G.1
Kool, C.J.M.2
-
35
-
-
0002521393
-
Predicting Real Growth and Inflation with the Yield Spread
-
Federal Reserve Bank of Kansas City
-
Kozicki, Sharon, "Predicting Real Growth and Inflation with the Yield Spread," Economic Review 82, Federal Reserve Bank of Kansas City (1997), 39-57.
-
(1997)
Economic Review
, vol.82
, pp. 39-57
-
-
Kozicki, S.1
-
36
-
-
0008423770
-
The Workweek of Capital and its Cyclical Implications
-
Kydland, Finn E., and Edward C. Prescott, "The Workweek of Capital and its Cyclical Implications," Journal of Monetary Economics 21 (1988), 343-360.
-
(1988)
Journal of Monetary Economics
, vol.21
, pp. 343-360
-
-
Kydland, F.E.1
Prescott, E.C.2
-
37
-
-
0002228805
-
An Interest Rate-Based Indicator of Monetary Policy
-
Federal Reserve Bank of Chicago
-
Laurent, Robert D., "An Interest Rate-Based Indicator of Monetary Policy," Economic Perspectives 12, Federal Reserve Bank of Chicago (1988).
-
(1988)
Economic Perspectives
, vol.12
-
-
Laurent, R.D.1
-
38
-
-
0002036449
-
Testing the Spread
-
Federal Reserve Bank of Chicago
-
Laurent, Robert D., "Testing the Spread," Economic Perspectives 13, Federal Reserve Bank of Chicago (1989).
-
(1989)
Economic Perspectives
, vol.13
-
-
Laurent, R.D.1
-
39
-
-
0000807650
-
The Tax-Adjusted Yield Curve
-
McCulloch, J. Huston, "The Tax-Adjusted Yield Curve," Journal of Finance 30:3 (1975), 811-830.
-
(1975)
Journal of Finance
, vol.30
, Issue.3
, pp. 811-830
-
-
McCulloch, J.H.1
-
40
-
-
0039622268
-
U.S. Term Structure Data, 1947-1991
-
McCulloch, J. Huston, and Heon-Chul Kwon, "U.S. Term Structure Data, 1947-1991," Ohio State University working paper no. 93-6 (1993).
-
(1993)
Ohio State University Working Paper No. 93-6
, vol.93
, Issue.6
-
-
McCulloch, J.H.1
Kwon, H.-C.2
-
41
-
-
0001080109
-
The Information in the Longer Maturity Term Structure about Future Inflation
-
Mishkin, Frederic S., "The Information in the Longer Maturity Term Structure about Future Inflation," The Quarterly Journal of Economics CV:442 (1990a), 815-828.
-
(1990)
The Quarterly Journal of Economics
, vol.105
, Issue.442
, pp. 815-828
-
-
Mishkin, F.S.1
-
42
-
-
45149137336
-
What Does the Term Structure Tell Us about Future Inflation?
-
Mishkin, Frederic S., "What Does the Term Structure Tell Us about Future Inflation?" Journal of Monetary Economics 25 (1990b), 77-95.
-
(1990)
Journal of Monetary Economics
, vol.25
, pp. 77-95
-
-
Mishkin, F.S.1
-
43
-
-
44949279753
-
A Multi-country Study of the Information in the Shorter Maturity Term Structure about Future Inflation
-
Mishkin, Frederic S., "A Multi-country Study of the Information in the Shorter Maturity Term Structure about Future Inflation," Journal of International Money and Finance 10 (1991), 2-22.
-
(1991)
Journal of International Money and Finance
, vol.10
, pp. 2-22
-
-
Mishkin, F.S.1
-
44
-
-
0000706085
-
A Simple Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
-
Newey, Whitney K., and Kenneth D. West, "A Simple Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix," Econometrica 55 (1987), 703-708.
-
(1987)
Econometrica
, vol.55
, pp. 703-708
-
-
Newey, W.K.1
West, K.D.2
-
45
-
-
0001443582
-
International Term Structures and Real Economic Growth
-
Plosser, Charles I., and K. Geert Rouwenhorst, "International Term Structures and Real Economic Growth," Journal of Monetary Economics 33 (1994), 133-155.
-
(1994)
Journal of Monetary Economics
, vol.33
, pp. 133-155
-
-
Plosser, C.I.1
Rouwenhorst, K.G.2
-
47
-
-
0242420976
-
Alternative Specifications of the German Term Structure and its Information Content Regarding Inflation
-
Schich, Sebastian, "Alternative Specifications of the German Term Structure and its Information Content Regarding Inflation," Deutsche Bundesbank discussion paper no. 8/96 (1996).
-
(1996)
Deutsche Bundesbank Discussion Paper No. 8/96
, vol.8
-
-
Schich, S.1
-
48
-
-
0000355895
-
The Information Content of the German Term Structure Regarding Inflation
-
Schich, Sebastian, "The Information Content of the German Term Structure Regarding Inflation," Applied Financial Economics 9 (1999a), 385-395.
-
(1999)
Applied Financial Economics
, vol.9
, pp. 385-395
-
-
Schich, S.1
-
49
-
-
0242420977
-
What the Yield Curves Say about Inflation: Does It Change Over Time?
-
Schich, Sebastian, "What the Yield Curves Say about Inflation: Does It Change Over Time?" OECD Economics Department working paper no. 227 (1999b).
-
(1999)
OECD Economics Department Working Paper No. 227
, vol.227
-
-
Schich, S.1
-
50
-
-
0000076932
-
New Indexes of Coincident and Leading Indicators
-
O. J. Blanchard and S. Fischer (Eds.), Cambridge, MA: MIT Press
-
Stock, James H., and Mark W. Watson, "New Indexes of Coincident and Leading Indicators," in O. J. Blanchard and S. Fischer (Eds.), NBER Macroeconomics Annual (Cambridge, MA: MIT Press, 1989).
-
(1989)
NBER Macroeconomics Annual
-
-
Stock, J.H.1
Watson, M.W.2
|