Change Detection and the Causal Impact of the Yield Curve-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Change Detection and the Causal Impact of the Yield Curve

Published:2018-09-09 Issue:6 Volume:39 Page:966-987
ISSN:0143-9782
Container-title:Journal of Time Series Analysis
language:en
Short-container-title:J. Time Ser. Anal.

Author:

Shi Shuping¹,Phillips Peter C. B.²³⁴⁵,Hurn Stan⁶

Affiliation:

1. Department of Economics Macquarie University Sydney Australia

2. Cowles Foundation Yale University New Haven CT USA

3. Department of Economics University of Auckland Auckland New Zealand

4. Department of Economics University of Southampton Southampton UK

5. School of Economics Singapore Management University Singapore Singapore

6. School of Economics and Finance Queensland University of Technology Brisbane Australia

Funder

National Science Foundation

Publisher

Wiley

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/jtsa.12427

Reference71 articles.

1. A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables

2. What does the yield curve tell us about GDP growth?

3. Energy consumption and economic growth in the United States

4. Economic growth and energy consumption causal nexus viewed through a bootstrap rolling window

5. Investigating time-variation in the marginal predictive power of the yield spread

Cited by 171 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Climate policy uncertainty, media coverage of climate change, and energy markets: New evidence from time-varying causality analysis;Energy and Climate Change;2024-12

2. Geo-political risks, uncertainty, financial development, renewable energy, and carbon intensity: Empirical evidence from countries at high geo-political risks;Applied Energy;2024-12

3. The role of biodiversity and energy transition in shaping the next techno-economic era;Technological Forecasting and Social Change;2024-11

4. Dynamic causality between global supply chain pressures and China's resource industries: A time-varying Granger analysis;International Review of Financial Analysis;2024-10

5. The nexus between mineral, renewable commodities, and regional stock sectors during health and military crises;Resources Policy;2024-09

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3