Predicting recessions, depth of recessions and monetary policy pivots: a new approach
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Business and International Management
Link
https://link.springer.com/content/pdf/10.1057/s11369-023-00338-y.pdf
Reference10 articles.
1. Adrian, Tobias, and Arturo Estrella. 2009. Monetary Tightening Cycles and the Predictability of Economic Activity. Federal Reserve Bank of New York Staff Report No. 397.
2. Adrian, Tobias., Arturo Estrella, and Hyun Song Shin. 2010. Monetary Cycles, Financial Cycles, and the Business Cycle. Federal Reserve Bank of New York Staff Report No. 421.
3. Bordo, Michael and Joseph Haubrich. 2004. The Yield Curve, Recessions and the Credibility of the Monetary Regime: Long Run Evidence 1875–1997. National Bureau of Economic Research Working Paper 10431.
4. Estrella, Arturo, Anthony P. Rodrigues, and Sebastian Schich. 2003. How Stable is the Predictive Power of the Yield Curve? Evidence from Germany and the United States. Review of Economics and Statistics 85: 629–644.
5. Estrella, Arturo, and Frederic S. Mishkin. 1998. Predicting U.S. Recessions: Financial Variables as Leading Indicators. Review of Economics and Statistics 80 (1): 45–61.
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