Does the yield curve signal recessions? New evidence from an international panel data analysis

Author:

Hasse Jean-BaptisteORCID,Lajaunie Quentin

Funder

Institut Louis Bachelier

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference63 articles.

1. Monetary cycles, financial cycles and the business cycle;Adrian;FRB of New York Staff Report,2010

2. An introduction to categorical data analysis;Agresti,2018

3. Predicting recessions with interest rate spreads: A multicountry regime-switching analysis;Ahrens;Journal of International Money and Finance,2002

4. Asset pricing with a general multifactor structure;Ando;Journal of Financial Econometrics,2015

5. A simple new test for slope homogeneity in panel data models with interactive effects;Ando;Economics Letters,2015

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