-
1
-
-
20444364922
-
The linkage of interest rates within the EMS
-
Artis M.J., and Zhang W. The linkage of interest rates within the EMS. Weltwirtschaftliches Archiv 134 (1998) 117-132
-
(1998)
Weltwirtschaftliches Archiv
, vol.134
, pp. 117-132
-
-
Artis, M.J.1
Zhang, W.2
-
3
-
-
12144251299
-
Interest rate linkages: a Kalman filter approach to detecting structural change
-
Barassi M.R., Caporale G.M., and Hall S.G. Interest rate linkages: a Kalman filter approach to detecting structural change. Economic Modelling 22 2 (2005) 253-284
-
(2005)
Economic Modelling
, vol.22
, Issue.2
, pp. 253-284
-
-
Barassi, M.R.1
Caporale, G.M.2
Hall, S.G.3
-
4
-
-
0000196911
-
The stock market and investment
-
Barro R. The stock market and investment. Review of Financial Studies 3 (1990) 115-131
-
(1990)
Review of Financial Studies
, vol.3
, pp. 115-131
-
-
Barro, R.1
-
6
-
-
0038799263
-
New dogs and old tricks: do money and interest rates still provide information content for forecast of output and prices?
-
Black D., Corrigan P., and Dowd M. New dogs and old tricks: do money and interest rates still provide information content for forecast of output and prices?. International Journal of Forecasting 16 (2000) 191-205
-
(2000)
International Journal of Forecasting
, vol.16
, pp. 191-205
-
-
Black, D.1
Corrigan, P.2
Dowd, M.3
-
8
-
-
0002121009
-
A causality-in-variance test and its application to financial market prices
-
Cheung Y.M., and Ng L.K. A causality-in-variance test and its application to financial market prices. Journal of Econometrics 72 (1996) 33-48
-
(1996)
Journal of Econometrics
, vol.72
, pp. 33-48
-
-
Cheung, Y.M.1
Ng, L.K.2
-
9
-
-
0031314630
-
Are financial spreads useful indicators of future inflation and output growth in EU countries
-
Davis E.P., and Fagan G. Are financial spreads useful indicators of future inflation and output growth in EU 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
-
10
-
-
14844296381
-
Predicting real growth and the probability of recession in the euro area using the yield spread
-
Duarte A., Venetis I.A., and Paya I. Predicting real growth and the probability of recession in the euro area using the yield spread. International Journal of Forecasting 21 (2005) 261-277
-
(2005)
International Journal of Forecasting
, vol.21
, pp. 261-277
-
-
Duarte, A.1
Venetis, I.A.2
Paya, I.3
-
11
-
-
0031285464
-
Tests for non-correlation of two multivariate ARMA time series
-
El Himdi K., and Roy R. Tests for non-correlation of two multivariate ARMA time series. Canadian Journal of Statistics 25 (1997) 233-256
-
(1997)
Canadian Journal of Statistics
, vol.25
, pp. 233-256
-
-
El Himdi, K.1
Roy, R.2
-
12
-
-
84977702570
-
The term structure as a predictor of real economic activity
-
Estrella A., and 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
-
13
-
-
0001119285
-
The predictive power of the term structure of interest rates in Europe and the United States: implications for the European Central Bank
-
Estrella A., and Mishkin F. 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.2
-
14
-
-
0039066423
-
Predicting U.S. recessions: financial variables as leading indicators
-
Estrella A., and 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
-
15
-
-
33749009107
-
Stock returns, real activity, inflation and money
-
Fama E. Stock returns, real activity, inflation and money. American Economic Review 71 (1981) 545-565
-
(1981)
American Economic Review
, vol.71
, pp. 545-565
-
-
Fama, E.1
-
16
-
-
84977707061
-
Stock returns, expected returns and real activity
-
Fama E. Stock returns, expected returns and real activity. Journal of Finance 45 (1990) 1089-1108
-
(1990)
Journal of Finance
, vol.45
, pp. 1089-1108
-
-
Fama, E.1
-
17
-
-
0034288030
-
Testing for asymmetry in the link between the yield spread and output in the G-7 countries
-
Galbraith J., and Tkacz G. Testing for asymmetry in the link between the yield spread and output in the G-7 countries. Journal of International Money and Finance 19 (2000) 657-672
-
(2000)
Journal of International Money and Finance
, vol.19
, pp. 657-672
-
-
Galbraith, J.1
Tkacz, G.2
-
18
-
-
84944830931
-
The monetary and fiscal linkage between stock returns and inflation
-
Geske R., and Roll R. The monetary and fiscal linkage between stock returns and inflation. Journal of Finance 38 (1983) 1-33
-
(1983)
Journal of Finance
, vol.38
, pp. 1-33
-
-
Geske, R.1
Roll, R.2
-
19
-
-
37849187266
-
How stable is the forecasting performance of the yield curve for output growth?
-
Giacomini R., and Rossi B. How stable is the forecasting performance of the yield curve for output growth?. Oxford Bulletin of Economics and Statistics 68 (2006) 783-795
-
(2006)
Oxford Bulletin of Economics and Statistics
, vol.68
, pp. 783-795
-
-
Giacomini, R.1
Rossi, B.2
-
21
-
-
0000155749
-
Stochastic implications of the life cycle-permanent income hypothesis: theory and evidence
-
Hall R. Stochastic implications of the life cycle-permanent income hypothesis: theory and evidence. Journal of Political Economy 86 (1978) 971-987
-
(1978)
Journal of Political Economy
, vol.86
, pp. 971-987
-
-
Hall, R.1
-
22
-
-
0036000679
-
A re-examination of the predictability of economic activity using the yield spread
-
Hamilton J., and Kim D. A re-examination of the predictability of economic activity using the yield spread. Journal of Money, Credit and Banking 34 (2002) 340-360
-
(2002)
Journal of Money, Credit and Banking
, vol.34
, pp. 340-360
-
-
Hamilton, J.1
Kim, D.2
-
23
-
-
0003109543
-
The real term structure and consumption growth
-
Harvey C. The real term structure and consumption growth. Journal of Financial Economics 22 (1988) 305-333
-
(1988)
Journal of Financial Economics
, vol.22
, pp. 305-333
-
-
Harvey, C.1
-
24
-
-
0030819519
-
The relation between the term structure of interest rates and Canadian economic growth
-
Harvey C. The relation between the term structure of interest rates and Canadian economic growth. Canadian Journal of Economics 30 (1997) 169-193
-
(1997)
Canadian Journal of Economics
, vol.30
, pp. 169-193
-
-
Harvey, C.1
-
25
-
-
2142644651
-
Financial variables and real activity in Canada
-
Hassapis C. Financial variables and real activity in Canada. Canadian Journal of Economics 36 (2003) 421-442
-
(2003)
Canadian Journal of Economics
, vol.36
, pp. 421-442
-
-
Hassapis, C.1
-
26
-
-
0036765128
-
Investigating the links between growth and stock price changes with empirical evidence from the G7 economies
-
Hassapis C., and Kalyvitis S. Investigating the links between growth and stock price changes with empirical evidence from the G7 economies. Quarterly Review of Economics and Finance 42 (2002) 543-575
-
(2002)
Quarterly Review of Economics and Finance
, vol.42
, pp. 543-575
-
-
Hassapis, C.1
Kalyvitis, S.2
-
27
-
-
0001982122
-
Unit roots and Granger causality in the EMS interest rates: the German dominance hypothesis revisited
-
Hassapis C., Pittis N., and Prodromides K. Unit roots and Granger causality in the EMS interest rates: the German dominance hypothesis revisited. Journal of International Money and Finance 18 (1999) 47-73
-
(1999)
Journal of International Money and Finance
, vol.18
, pp. 47-73
-
-
Hassapis, C.1
Pittis, N.2
Prodromides, K.3
-
28
-
-
0001592683
-
Checking the independence of two covariance-stationary time series: a univariate residual cross-correlation approach
-
Haugh L.D. Checking the independence of two covariance-stationary time series: a univariate residual cross-correlation approach. Journal of the American Statistical Association 71 (1976) 378-385
-
(1976)
Journal of the American Statistical Association
, vol.71
, pp. 378-385
-
-
Haugh, L.D.1
-
30
-
-
0038218257
-
Stock returns and output growth in emerging and advanced economies
-
Mauro P. Stock returns and output growth in emerging and advanced economies. Journal of Development Economics 71 (2003) 129-153
-
(2003)
Journal of Development Economics
, vol.71
, pp. 129-153
-
-
Mauro, P.1
-
31
-
-
33747050906
-
Does the yield spread predict recessions in the euro area?
-
Moneta F. Does the yield spread predict recessions in the euro area?. International Finance 8 2 (2005) 263-301
-
(2005)
International Finance
, vol.8
, Issue.2
, pp. 263-301
-
-
Moneta, F.1
-
32
-
-
36348936646
-
Predictive financial models of the euro area: a new evaluation test
-
Panopoulou E. Predictive financial models of the euro area: a new evaluation test. International Journal of Forecasting 23 (2007) 695-705
-
(2007)
International Journal of Forecasting
, vol.23
, pp. 695-705
-
-
Panopoulou, E.1
-
34
-
-
0001443582
-
International term structures and real economic growth
-
Plosser C., and Rouwenhorst G. International term structures and real economic growth. Journal of Monetary Economics 33 (1994) 33-55
-
(1994)
Journal of Monetary Economics
, vol.33
, pp. 33-55
-
-
Plosser, C.1
Rouwenhorst, G.2
-
35
-
-
84977711269
-
Stock returns and real activity: a century of evidence
-
Schwert, W. Stock returns and real activity: a century of evidence. Journal of Finance 45 (1990) 1237-1257
-
(1990)
Journal of Finance
, vol.45
, pp. 1237-1257
-
-
Schwert,, W.1
-
37
-
-
0000076932
-
New indexes of coincident and leading economic indicators
-
Blanchard O.J., and Fischer S. (Eds), MIT Press, Cambridge, MA
-
Stock J., and Watson M. New indexes of coincident and leading economic indicators. In: Blanchard O.J., and Fischer S. (Eds). NBER Macroeconomic Annual (1989), MIT Press, Cambridge, MA
-
(1989)
NBER Macroeconomic Annual
-
-
Stock, J.1
Watson, M.2
-
38
-
-
2442579426
-
Forecasting output and inflation: the role of asset prices
-
Stock J.H., and Watson M.W. Forecasting output and inflation: the role of asset prices. Journal of Economic Literature 41 (2003) 788-829
-
(2003)
Journal of Economic Literature
, vol.41
, pp. 788-829
-
-
Stock, J.H.1
Watson, M.W.2
|