Predicting recessions with interest rate spreads: a multicountry regime-switching analysis-Reference-Cited by-同舟云学术

Predicting recessions with interest rate spreads: a multicountry regime-switching analysis

Published:2002-08 Issue:4 Volume:21 Page:519-537
ISSN:0261-5606
Container-title:Journal of International Money and Finance
language:en
Short-container-title:Journal of International Money and Finance

Author:

Ahrens R.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference27 articles.

1. Ang, A., Bekaert, G., 1998. Regime switches in interest rates. NBER Working Paper No. 6508, April 1998.

2. Artis, M.J., Kontolemis, Z., Osborn, D.R., 1995. Classical business cycles for G7 and European countries. Discussion Paper No. 1137, CEPR.

3. Bernard, H., Gerlach, S., 1996. Does the term structure predict recessions? The international evidence. Working Paper No. 37, Bank for International Settlements, Basle.

4. Bonser-Neal, C., Morley, T.R., 1997. Does the yield spread predict real economic activity? A multicountry analysis. Federal Reserve Bank of Kansas City, Economic Review, Third Quarter, 37-53.

5. Are financial spreads useful indicators of future inflation and output growth in EU countries?;Davis;Journal of Applied Econometrics,1997

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