Real term structure forecasts of consumption growth-Reference-Cited by-同舟云学术

Real term structure forecasts of consumption growth

Published:2015-09 Issue: Volume:33 Page:208-222
ISSN:0927-5398
Container-title:Journal of Empirical Finance
language:en
Short-container-title:Journal of Empirical Finance

Author:

Argyropoulos Efthymios,Tzavalis Elias

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference52 articles.

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2. A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables;Ang;J. Monet. Econ.,2003

3. What does the yield curve tell us about GDP growth?;Ang;J. Econ.,2006

4. Term spread regressions of the rational expectations hypothesis of the term structure allowing for risk premium effects;Argyropoulos;Stud. Nonlinear Dyn. Econ.,2015

5. Inferential theory for factor models of large dimensions;Bai;Econometrica,2003

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1. The Persistence of Consumption and the Leading Indicator Property of the Term Spread;2024

2. Does the Yield Curve Predict Output?;Annual Review of Financial Economics;2021-11-01

3. The influence of real interest rates and risk premium effects on the ability of the nominal term structure to forecast inflation;The Quarterly Review of Economics and Finance;2021-05

4. Does the Yield Curve Predict Output?;Working paper (Federal Reserve Bank of Cleveland);2020-11-06

5. Forecasting economic activity from yield curve factors;The North American Journal of Economics and Finance;2016-04