Forecasting the Probability of Recessions in South Africa: the Role of Decomposed Term Spread and Economic Policy Uncertainty-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Forecasting the Probability of Recessions in South Africa: the Role of Decomposed Term Spread and Economic Policy Uncertainty

Published:2018-09-06 Issue:1 Volume:31 Page:101-116
ISSN:0954-1748
Container-title:Journal of International Development
language:en
Short-container-title:J. Int. Dev.

Author:

Aye Goodness C.¹^ORCID,Christou Christina²,Gil-Alana Luis A.³^ORCID,Gupta Rangan¹

Affiliation:

1. Department of Economics; University of Pretoria; Pretoria South Africa

2. School of Economics and Management; Open University of Cyprus; Latsia Cyprus

3. Faculty of Economics and Business Administration, Edificio Biblioteca; Universidad de Navarra; Pamplona Spain

Publisher

Wiley

Subject

Development,Geography, Planning and Development

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1002/jid.3395/fullpdf

Reference49 articles.

1. What does the yield curve tell us about GDP growth?;Ang;Journal of Econometrics,2006

2. Cracking the conundrum;Backus;Brookings Papers on Economic Activity,2007

3. Determining the number of factors in approximate factor models;Bai;Econometrica,2002

4. Measuring economic policy uncertainty;Baker;Quarterly Journal of Economics,2016

5. Policy risk and the business cycle;Born;Journal of Monetary Economics,2014

Cited by 10 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. Functional Cointegration Test for Expectation Hypothesis of the Term Structure of Interest Rates in China;Asia-Pacific Financial Markets;2023-10-05

2. Towards the impact of economic policy uncertainty on food security: Introducing a comprehensive heterogeneous framework for assessment;Journal of Cleaner Production;2023-02

3. Oil-price uncertainty and the U.K. unemployment rate: A forecasting experiment with random forests using 150 years of data;Resources Policy;2022-08

4. FORECASTING STOCK MARKET CRASHES VIA REAL-TIME RECESSION PROBABILITIES: A QUANTUM COMPUTING APPROACH;Fractals;2022-06-27

5. Forecasting output growth of advanced economies over eight centuries: The role of gold market volatility as a proxy of global uncertainty;Resources Policy;2022-03

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