1. Chinese economic behavior in times of covid-19. A new leading economic indicator based on Google trends. (2024). Poza, Carlos ; Claudio-Quiroga, Gloria ; Monge, Manuel.
   In: International Economics.
   RePEc:eee:inteco:v:177:y:2024:i:c:s2110701723000744.

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2. A Modified CTGAN-Plus-Features Based Method for Optimal Asset Allocation. (2023). Cifuentes, Arturo ; Ram, Domingo ; Larr, Omar ; Su, Fernando.
   In: Papers.
   RePEc:arx:papers:2302.02269.

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3. A Comparative Analysis of Parsimonious Yield Curve Models with Focus on the Nelson-Siegel, Svensson and Bliss Versions. (2022). Schurle, Michael ; Paraschiv, Florentina ; Wahlstrom, Ranik Raaen.
   In: Computational Economics.
   RePEc:kap:compec:v:59:y:2022:i:3:d:10.1007_s10614-021-10113-w.

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4. The Effects of Public Investment on Sustainable Economic Growth: Empirical Evidence from Emerging Countries in Central and Eastern Europe. (2022). Dobrot, Dan ; Ocolianu, Andreea.
   In: Sustainability.
   RePEc:gam:jsusta:v:14:y:2022:i:14:p:8721-:d:864289.

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5. The impact of liquidity risk in the Chinese banking system on the global commodity markets. (2022). Santos, Francisco ; Kim, Jihee ; Jo, Yonghwan.
   In: Journal of Empirical Finance.
   RePEc:eee:empfin:v:66:y:2022:i:c:p:23-50.

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6. Understanding probabilistic expectations – a behavioral approach. (2022). Xiao, Wei.
   In: Journal of Economic Dynamics and Control.
   RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001221.

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7. Predicting Recessions in Germany Using the German and the US Yield Curve. (2021). Paick, Martin.
   In: Journal of Business Cycle Research.
   RePEc:spr:jbuscr:v:17:y:2021:i:3:d:10.1007_s41549-021-00061-7.

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8. A Wavelet Evaluation of Some Leading Business Cycle Indicators for the German Economy. (2021). Kruger, Jens J.
   In: Journal of Business Cycle Research.
   RePEc:spr:jbuscr:v:17:y:2021:i:3:d:10.1007_s41549-021-00060-8.

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9. On Determinants of Exchange Market Pressure in Turkey: The Role of Model Uncertainty. (2021). Ncekara, Ahmet ; Poyraz, Gulden.
   In: Journal of Economy Culture and Society.
   RePEc:ist:iujecs:v:63:y:2021:1:p:199-211.

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10. Holding the Economy by the Tail: Analysis of Short- and Long-run Macroeconomic Risks. (2021). Franta, Michal ; Libich, Jan.
    In: Working Papers.
    RePEc:cnb:wpaper:2021/3.

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12. Monetary regimes, the term structure and business cycles in Ireland, 1972-2018. (2020). Stuart, Rebecca.
    In: QUCEH Working Paper Series.
    RePEc:zbw:qucehw:202003.

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13. An Efficient Deep Learning Based Model to Predict Interest Rate Using Twitter Sentiment. (2020). Latif, Khalid ; Afzal, Sitara ; Yasir, Muhammad ; Song, Oh-Young ; Shahzad, Farhan ; Malik, Nazish Yameen ; Chaudhary, Ghulam Mujtaba.
    In: Sustainability.
    RePEc:gam:jsusta:v:12:y:2020:i:4:p:1660-:d:324085.

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14. Machine Learning, the Treasury Yield Curve and Recession Forecasting. (2020). Tucker, Adam ; Puglia, Michael.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2020-38.

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15. Does the Yield Curve Predict Output?. (2020). Haubrich, Joseph.
    In: Working Papers.
    RePEc:fip:fedcwq:89008.

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16. Predicting Recessions Using the Yield Curve: The Role of the Stance of Monetary Policy. (2020). Cooper, Daniel H ; Olivei, Giovanni P ; Fuhrer, Jeffrey C.
    In: Current Policy Perspectives.
    RePEc:fip:fedbcq:87522.

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17. Measuring Chinese consumers’ perceived uncertainty. (2020). Jeon, Yoontae ; Lee, Kiryoung.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:66:y:2020:i:c:p:51-70.

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18. A real time leading economic indicator based on text mining for the Spanish economy. Fractional cointegration VAR and Continuous Wavelet Transform analysis. (2020). Monge, Manuel ; Poza, Carlos.
    In: International Economics.
    RePEc:eee:inteco:v:163:y:2020:i:c:p:163-175.

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19. Forecasting Economic Activity Using the Yield Curve: Quasi-Real-Time Applications for New Zealand, Australia and the US. (2020). Phillips, Peter ; Henry, Todd .
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:2259.

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20. Monetary regimes, the term structure and business cycles in Ireland, 1972–2018. (2020). Stuart, Rebecca.
    In: Manchester School.
    RePEc:bla:manchs:v:88:y:2020:i:5:p:731-748.

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21. Causes of the curve: Assessing risk in public and private financial economics. (2020). Barry, Todd J.
    In: Theoretical and Applied Economics.
    RePEc:agr:journl:v:2(623):y:2020:i:2(623):p:109-130.

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22. The nonlinear dynamics of corporate bond spreads: Regime-dependent effects of their determinants. (2019). Stolper, Oscar ; Fischer, Henning.
    In: Discussion Papers.
    RePEc:zbw:bubdps:082019.

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23. The Topology of Time Series: Improving Recession Forecasting from Yield Spreads. (2019). Rudkin, Simon ; Dlotko, Pawel.
    In: Working Papers.
    RePEc:swn:wpaper:2019-02.

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24. When to Ease Off the Brakes--and Hopefully Prevent Recessions. (2019). Wang, Thomas ; Young-Taft, Tai ; Hastings, Harold M.
    In: Economics Working Paper Archive.
    RePEc:lev:wrkpap:wp_929.

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25. Perspectives From the Past for the Federal Reserve¡¯s Monetary Policy and Communication. (2019). Kovanen, Arto.
    In: International Journal of Financial Research.
    RePEc:jfr:ijfr11:v:10:y:2019:i:1:p:31-51.

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26. A Divisia User Cost Interpretation of the Yield Spread Recession Prediction. (2019). Mattson, Ryan.
    In: JRFM.
    RePEc:gam:jjrfmx:v:12:y:2019:i:1:p:7-:d:195284.

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27. The Predictive Power of the User Cost Spread for Economic Recession in China and the US. (2019). Mattson, Ryan ; Chang, Dongfeng ; Tang, Biyan.
    In: IJFS.
    RePEc:gam:jijfss:v:7:y:2019:i:2:p:34-:d:240702.

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28. ¿Cómo y qué tanto impacta la deuda pública a las tasas de interés de mercado?. (2019). Rincon-Castro, Hernan ; Ardila-Dueas, Carlos David.
    In: Borradores de Economia.
    RePEc:bdr:borrec:1077.

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29. Forecasting Chinese Business Cycle Using Long-term Interest Rate Comovements. (2018). Lee, Kiryoung ; Jo, Chanik.
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2018:i:2:p:118-134.

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30. The predictive power of the yield spread for future economic expansions: Evidence from a new approach. (2018). Wohar, Mark ; Gebka, Bartosz.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:75:y:2018:i:c:p:181-195.

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31. Change Detection and the Causal Impact of the Yield Curve. (2018). Shi, Shuping ; Phillips, Peter ; Hurn, Stan ; PEter, .
    In: Journal of Time Series Analysis.
    RePEc:bla:jtsera:v:39:y:2018:i:6:p:966-987.

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32. Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M.
    In: BIS Papers.
    RePEc:bis:bisbps:95.

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33. Asset prices and macroeconomic outcomes : a survey. (2017). Kose, Ayhan ; Claessens, Stijn.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:8259.

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34. Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn.
    In: Koç University-TUSIAD Economic Research Forum Working Papers.
    RePEc:koc:wpaper:1718.

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35. What Remains of Milton Friedmans Monetarism?. (2017). Hetzel, Robert L.
    In: Working Paper.
    RePEc:fip:fedrwp:17-09.

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36. Asset prices and macroeconomic outcomes: A survey. (2017). Kose, Ayhan ; Claessens, Stijn.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2017-76.

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37. Further evidence on bear market predictability: The role of the external finance premium. (2017). Chen, Shiu-Sheng ; Chou, Yu-Hsi.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:50:y:2017:i:c:p:106-121.

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38. Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12460.

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39. Application of the Government of Jamaica Zero-coupon Curve to Modeling Yield Curve Risk. (2017). Coke, Oma.
    In: Monetaria.
    RePEc:cml:moneta:v:xxxix:y:2017:i:1:p:1-38.

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40. Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn.
    In: BIS Working Papers.
    RePEc:bis:biswps:676.

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41. The central bank as shaper and observer of events: The case of the yield spread. (2016). Florio, Anna.
    In: Canadian Journal of Economics/Revue canadienne d'économique.
    RePEc:wly:canjec:v:49:y:2016:i:1:p:320-346.

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42. Losing Track of the Asset Markets: the Case of Housing and Stock. (2016). Chang, Kuang-Liang ; Ka, Charles ; Chen, Nan-Kuang .
    In: International Real Estate Review.
    RePEc:ire:issued:v:19:n:04:2016:p:435-492.

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43. Malaysia REITs: First Decade Development and Returns Characteristics. (2016). Wong, Yuen Meng.
    In: International Real Estate Review.
    RePEc:ire:issued:v:19:n:03:2016:p:371-409.

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44. “The Distributive Effects of Conventional and Unconventional Monetary Policies”. (2016). Davtyan, Karen .
    In: IREA Working Papers.
    RePEc:ira:wpaper:201606.

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45. Treasury yields and credit spread dynamics: A regime-switching approach. (2016). Georgoutsos, Dimitris ; Kounitis, Thomas.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:14:y:2016:i:pa:p:39-51.

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46. What predicts US recessions?. (2016). Moench, Emanuel ; Liu, Weiling .
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:32:y:2016:i:4:p:1138-1150.

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47. What does money and credit tell us about real activity in the United States?. (2016). Seitz, Franz ; Albuquerque, Bruno ; Baumann, Ursel.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:37:y:2016:i:c:p:328-347.

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48. Change Detection and the Causal Impact of the Yield Curve. (2016). Shi, Shuping ; Phillips, Peter ; Hurn, Stan ; PEter, .
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:2058.

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49. The central bank as shaper and observer of events: The case of the yield spread. (2016). Florio, Anna.
    In: Canadian Journal of Economics.
    RePEc:cje:issued:v:49:y:2016:i:1:p:320-346.

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50. “The Distributive effects of conventional and unconventional monetary policies”. (2016). Davtyan, Karen .
    In: AQR Working Papers.
    RePEc:aqr:wpaper:201606.

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51. Term Structure of Interest Rates under Zero or Low Bound: The Recent Japanese Case. (2016). Kurihara, Yutaka.
    In: Economy.
    RePEc:aoj:econom:2016:p:19-23.

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52. The Information Content Of Money And Credit For US Activity. (2015). Seitz, Franz ; Albuquerque, Bruno ; Baumann, Ursel.
    In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
    RePEc:zbw:vfsc15:113066.

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53. Change Detection and the Casual Impact of the Yield Curve. (2015). Shi, Shuping ; Phillips, Peter ; Hurn, Stan ; PEter, .
    In: NCER Working Paper Series.
    RePEc:qut:auncer:2015_05.

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54. Yield Curve and Recession Forecasting in a Machine Learning Framework. (2015). Papadimitriou, Theophilos ; Gogas, Periklis ; Matthaiou, Maria ; Chrysanthidou, Efthymia .
    In: Computational Economics.
    RePEc:kap:compec:v:45:y:2015:i:4:p:635-645.

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55. Predicting Economic Activity via Eurozone Yield Spreads: Impact of Credit Risk. (2015). Schock, Matthias.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-542.

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56. Supervising System Stress in Multiple Markets. (2015). Oet, Mikhail ; Janosko, Amanda C ; Dooley, John M ; Ong, Stephen J ; Gramlich, Dieter.
    In: Risks.
    RePEc:gam:jrisks:v:3:y:2015:i:3:p:365-389:d:55737.

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57. A biannual recession-forecasting model. (2015). Pelaez, Rolando F.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:45:y:2015:i:c:p:384-393.

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58. Determinants of the cost of capital for privately financed hospital projects in the UK. (2015). Colla, Paolo ; Gatti, Stefano ; Vecchi, Veronica ; Hellowell, Mark.
    In: Health Policy.
    RePEc:eee:hepoli:v:119:y:2015:i:11:p:1442-1449.

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59. The information content of money and credit for US activity. (2015). Seitz, Franz ; Albuquerque, Bruno ; Baumann, Ursel.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20151803.

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60. The information content of money and credit for US activity. (2015). Albuquerque, Bruno ; Seitz, Franz ; Baumann, Ursel.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20141803.

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61. Losing track of the asset markets: the case of housing and stock. (2015). Leung, Charles ; Chen, Nan-Kuang ; Charles Ka Yui Leung, ; Chang, Kuang-Liang.
    In: ISER Discussion Paper.
    RePEc:dpr:wpaper:0932.

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62. Break-even maturity as a guide to financial distress. (2014). Ellis, Colin.
    In: Contemporary Economics.
    RePEc:wyz:journl:id:379.

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63. Identifying and forecasting house prices: a macroeconomic perspective. (2014). Chen, Nan-Kuang ; Mao, Ching-Sheng ; Cheng, Han-Liang .
    In: Quantitative Finance.
    RePEc:taf:quantf:v:14:y:2014:i:12:p:2105-2120.

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64. What predicts U.S. recessions?. (2014). Moench, Emanuel ; Liu, Weiling .
    In: Staff Reports.
    RePEc:fip:fednsr:691.

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65. The term structure of interest rates as predictor of stock returns: Evidence for the IBEX 35 during a bear market. (2014). Sosvilla-Rivero, Simon ; Fernandez-Perez, Adrian ; Fernandez-Rodriguez, Fernando.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:31:y:2014:i:c:p:21-33.

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66. Systematic cyclicality of systemic bubbles: Evidence from the U.S. commercial banking system. (2014). Kim, Baeho.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:42:y:2014:i:c:p:281-297.

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67. Forecasting US recessions: The role of sentiment. (2014). Eriksen, Jonas ; Christiansen, Charlotte ; Moller, Stig Vinther .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:49:y:2014:i:c:p:459-468.

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68. A multivariate evaluation of German output growth and inflation forecasts. (2014). Krüger, Jens ; Kruger, Jens J..
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-13-00634.

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69. A Note on the (Continued) Ability of the Yield Curve to Forecast Economic Downturns in South Africa. (2014). Botha, Ferdi ; Keeton, Gavin .
    In: South African Journal of Economics.
    RePEc:bla:sajeco:v:82:y:2014:i:3:p:468-473.

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70. Regulatory-Optimal Funding. (2014). Green, Andrew ; Kenyon, Chris.
    In: Papers.
    RePEc:arx:papers:1310.3386.

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71. The term structure of interest rates as predictor of stock returns: Evidence for the IBEX 35 during a bear market. (2013). Sosvilla-Rivero, Simon ; Fernandez-Perez, Adrian ; Fernandez-Rodriguez, Fernando.
    In: Documentos de Trabajo del ICAE.
    RePEc:ucm:doicae:1319.

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72. Testing for the Systemically Important Financial Institutions: a Conditional Approach. (2013). Tokpavi, Sessi.
    In: Working Papers.
    RePEc:hal:wpaper:hal-04141194.

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73. Predicting severe simultaneous recessions using yield spreads as leading indicators. (2013). Christiansen, Charlotte.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:32:y:2013:i:c:p:1032-1043.

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74. Testing for the Systemically Important Financial Institutions: a Conditional Approach. (2013). Tokpavi, Sessi.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2013-27.

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75. Forecasting US Recessions: The Role of Sentiments. (2013). Møller, Stig ; Eriksen, Jonas ; Christiansen, Charlotte ; Moller, Stig V..
    In: CREATES Research Papers.
    RePEc:aah:create:2013-14.

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76. In the shadow of the United States: the international transmission effect of asset returns. (2012). Leung, Charles ; Chen, Nan-Kuang ; Charles Ka Yui Leung, ; Chang, Kuang-Liang.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:121.

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77. Smooth transition patterns in the realized stock–bond correlation. (2012). Christiansen, Charlotte ; Aslanidis, Nektarios.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:19:y:2012:i:4:p:454-464.

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78. German business cycle forecasts, asymmetric loss and financial variables. (2012). Krüger, Jens ; Krger, Jens J. ; Hoss, Julian .
    In: Economics Letters.
    RePEc:eee:ecolet:v:114:y:2012:i:3:p:284-287.

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79. The yield curve and the macro-economy across time and frequencies. (2012). Martins, Manuel ; Aguiar-Conraria, Luís ; Martins, Manuel M. F., ; Soares, Maria Joana.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:36:y:2012:i:12:p:1950-1970.

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80. In the Shadow of the United States: The International Transmission Effect of Asset Returns. (2011). Leung, Charles ; Chen, Nan-Kuang ; Chang, Kuang Liang ; Leung, Charles Ka Yui, .
    In: MPRA Paper.
    RePEc:pra:mprapa:32776.

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81. Monetary Policy, Term Structure and Asset Return: Comparing REIT, Housing and Stock. (2011). Leung, Charles ; Chen, Nan-Kuang ; Chang, Kuang-Liang.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:43:y:2011:i:1:p:221-257.

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82. Systemic Risk: What Defaults Are Telling Us. (2011). Kim, Baeho ; Giesecke, Kay .
    In: Management Science.
    RePEc:inm:ormnsc:v:57:y:2011:i:8:p:1387-1405.

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83. Forecasting the end of the global recession: did we miss the early signs?. (2011). Nikolsko-Rzhevskyy, Alex ; Fernandez, Adriana.
    In: Staff Papers.
    RePEc:fip:feddst:y:2011:i:apr:n:12.

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84. The financial stress index: identification of systemic risk conditions. (2011). Oet, Mikhail ; Gramlich, Dieter ; Bianco, Timothy ; Ong, Stephen J. ; Eiben, Ryan .
    In: Working Papers (Old Series).
    RePEc:fip:fedcwp:1130.

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85. How to evaluate an Early Warning System? Towards a United Statistical Framework for Assessing Financial Crises Forecasting Methods. (2010). Dumitrescu, Elena Ivona ; Hurlin, Christophe ; Candelon, Bertrand ; Elena-Ivona, Dumitrescu .
    In: Research Memorandum.
    RePEc:unm:umamet:2010046.

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86. Monetary Policy, Term Structure and Asset Return: Comparing REIT, Housing and Stock. (2009). Leung, Charles ; Chen, Nan-Kuang ; Chang, Kuang-Liang ; Leung, Charles Ka Yui, .
    In: MPRA Paper.
    RePEc:pra:mprapa:23514.

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87. Can the term spread predict output growth and recessions? a survey of the literature. (2009). Wohar, Mark ; Wheelock, David.
    In: Review.
    RePEc:fip:fedlrv:y:2009:i:sep:p:419-440:n:v.91no.5.

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88. The information content of market liquidity: An empirical analysis of liquidity at the Oslo Stock Exchange?. (2009). Skjeltorp, Johannes ; Ødegaard, Bernt.
    In: Working Paper.
    RePEc:bno:worpap:2009_26.

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89. Yield-Curve Based Probit Models for Forecasting U.S. Recessions: Stability and Dynamics. (2008). Kauppi, Heikki.
    In: Discussion Papers.
    RePEc:tkk:dpaper:dp31.

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90. What does a financial system say about future economic growth?. (2008). Grabowski, Szymon .
    In: MPRA Paper.
    RePEc:pra:mprapa:11560.

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91. Imperfect information, macroeconomic dynamics and the yield curve : an encompassing macro-finance model. (2008). Dewachter, Hans.
    In: Working Paper Research.
    RePEc:nbb:reswpp:200810-19.

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92. Nowcasting, Business Cycle Dating and the Interpretation of New Information when Real Time Data are Available. (2008). Shields, Kalvinder ; Olekalns, Nilss.
    In: Department of Economics - Working Papers Series.
    RePEc:mlb:wpaper:1040.

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93. Signal or noise? Implications of the term premium for recession forecasting. (2008). Rosenberg, Joshua V. ; Maurer, Samuel .
    In: Economic Policy Review.
    RePEc:fip:fednep:y:2008:i:jul:p:1-11:n:v.14no.1.

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94. Real economic activity and state of financial markets. (2007). Grabowski, Szymon .
    In: Working Papers.
    RePEc:wse:wpaper:7.

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95. The Predictive Power of Interest Rates Spread for Economic Activity. (2007). Passaro, Raffaele .
    In: Rivista di Politica Economica.
    RePEc:rpo:ripoec:v:97:y:2007:i:6:p:81-112.

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96. Financial market perceptions of recession risk. (2007). Perli, Roberto ; Levin, Andrew ; King, Thomas.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2007-57.

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97. Forecasting recessions: the puzzle of the enduring power of the yield curve. (2007). Williams, John ; Rudebusch, Glenn.
    In: Working Paper Series.
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1. Eijffinger, Sylvester, Eric Schaling, and Willem Verhagen. 2000. “The Term Structure of Interest Rates and Inflation Forecast Targeting.” Centre for Economic Policy Research Discussion Paper no.2375.

2. Estrella,Arturo,and Frederic S.Mishkin.1996.“TheYield Curve as a Predictor of U.S. Recessions.” Federal Reserve Bank of New York Current Issues in Economics and Finance 2,no.7 (June).
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3. Estrella,Arturo,and Gikas Hardouvelis.1991.“The Term Structure as a Predictor of Real Economic Activity.”Journal of Finance 46,no.2 (June): 555-76.
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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,no.3 (August): 629-44.

5. Estrella,Arturo.2005.“Why Does theYield Curve Predict Output and Inflation?” Economic Journal 115,no.505 (July): 722-44.

6. Harvey,Campbell R.1988.“The Real Term Structure and Consumption Growth.” Journal of Financial Economics 22,no.2 (December): 305-33.
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7. Rendu de Lint, Christel, and David Stolin. 2003.“The Predictive Power of the Yield Curve: A Theoretical Assessment.”Journal of Monetary Economics 50, no.7 (October): 1603-22.
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8. Wright,Jonathan H.2006.“TheYield Curve and Predicting Recessions.”Board of Governors of the Federal Reserve System, Finance and Economics Discussion Series,no.2006-07,February. www.newyorkfed.org/research/current_issues 7 The views expressed in this article are those of the authors and do not necessarily reflect the position of the Federal Reserve Bank of New York or the Federal Reserve System. About the Authors Arturo Estrella is a senior vice president in the Capital Markets Function of the Research and Statistics Group; Mary R.Trubin,formerly an economist in the Capital Markets Function,is entering the Ph.D.program in economics at Northwestern University. Current Issues in Economics and Finance is published by the Research and Statistics Group of the Federal Reserve Bank of New York. Leonardo Bartolini and Charles Steindel are the editors. Source:Authors’calculations,based on data from the H.15 statistical release of the Board of Governors of the Federal Reserve System.
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3. Forecasting output growth using a DSGE-based decomposition of the South African yield curve. (2020). Steinbach, Max ; Hollander, Hylton ; GUPTA, RANGAN.
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4. Decomposing Euro Area Sovereign Debt Yields into Inflation Expectations and Expected Real Interest Rates. (2015). Mirdala, Rajmund.
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5. Interest Rates and Structural Shocks in European Transition Economies. (2014). Mirdala, Rajmund.
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6. Learning about the Term Structure and Optimal Rules for Inflation Targeting. (2011). Eijffinger, Sylvester ; Schaling, Eric ; Tesfaselassie, Mewael F.
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7. Macroeconomic and interest rate volatility under alternative monetary operating procedures. (2010). Rudolf, Barbara ; Gerlach-Kristen, Petra.
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8. Financial shocks and the maturity of the monetary policy rate. (2010). Rudolf, Barbara ; Gerlach-Kristen, Petra.
   In: Economics Letters.
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9. Macroeconomic and interest rate volatility under alternative monetary operating procedures. (2010). Rudolf, Barbara ; Gerlach-Kristen, Petra.
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10. Ten Years of Czech Inflation Targeting: Missed Targets and Anchored Expectations. (2008). Holub, Tomas ; Hurnk, Jaromr .
    In: Emerging Markets Finance and Trade.
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11. Inertia in Taylor Rules. (2007). Driffill, Edward ; Rotondi, Zeno.
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12. On the Contingency of Equilibrium Exchange Rates with Time - Consistent Economic Policies. (2007). Ducoudré, Bruno ; Bouveret, Antoine.
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13. On the Contingency of Equilibrium Exchange Rates with Time - Consistent Economic Policies. (2007). Bouveret, Antoine ; Ducoudre, Bruno .
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14. On the Contingency of Equilibrium Exchange Rates with Time - Consistent Economic Policies. (2007). Ducoudré, Bruno ; Bouveret, Antoine.
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15. On the contingency of equilibrium exchange rates with time- consistent economic policies. (2007). Ducoudré, Bruno ; Bouveret, Antoine ; Ducoudre, Bruno .
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16. Inertia in Taylor Rules. (2007). Driffill, Edward ; Rotondi, Zeno.
    In: Birkbeck Working Papers in Economics and Finance.
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17. Learning about the Term Structure and Optimal Rules for Inflation Targeting. (2006). Eijffinger, Sylvester ; Eijffinger, S. C. W., ; Schaling, E ; Tesfaselassie, M F.
    In: Other publications TiSEM.
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18. Learning about the Term Structure and Optimal Rules for Inflation Targeting. (2006). Tesfaselassie, Mewael F. ; Schaling, Eric ; Eijffinger, Sylvester ; Eijffinger, S. C. W., .
    In: Discussion Paper.
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19. The yield curve as a leading indicator: some practical issues. (2006). Estrella, Arturo ; Trubin, Mary R..
    In: Current Issues in Economics and Finance.
    RePEc:fip:fednci:y:2006:i:jul:n:v.12no.5.

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20. Learning About the Term Structure and Optimal Rules for Inflation Targeting. (2006). Tesfaselassie, Mewael F. ; Schaling, Eric ; Eijffinger, Sylvester.
    In: CEPR Discussion Papers.
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21. Why Does the Yield Curve Predict Output and Inflation?. (2005). Estrella, Arturo.
    In: Economic Journal.
    RePEc:ecj:econjl:v:115:y:2005:i:505:p:722-744.

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22. Heterogeneous Information about the Term Structure of Interest rates, Least-Squares Learning and Optimal Interest Rate Rules for Inflation Forecast Targeting. (2004). Eijffinger, Sylvester ; Tesfaselassie, M F ; Eijffinger, S. C. W., ; Schaling, E.
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23. Heterogeneous Information about the Term Structure of Interest rates, Least-Squares Learning and Optimal Interest Rate Rules for Inflation Forecast Targeting. (2004). Tesfaselassie, Mewael F. ; Schaling, Eric ; Eijffinger, Sylvester ; Eijffinger, S. C. W., .
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24. Heterogeneous Information about the Term Structure of Interest Rates, Least-Squares Learning and Optimal Interest Rate Rules for Inflation Forecast Targeting. (2004). Tesfaselassie, Mewael F. ; Schaling, Eric ; Eijffinger, Sylvester.
    In: Econometric Society 2004 North American Summer Meetings.
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25. Heterogenous Information About the Term Structure of Interest Rates, Least-Squares Learning and Optimal Interest Rate Rules. (2004). Tesfaselassie, Mewael F. ; Schaling, Eric ; Eijffinger, Sylvester.
    In: CEPR Discussion Papers.
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26. Heterogenous information about the term structure, least-squares learning and optimal rules for inflation targeting. (2004). Tesfaselassie, Mewael F. ; Schaling, Eric ; Eijffinger, Sylvester.
    In: Research Discussion Papers.
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27. Forward-looking behavior and optimal discretionary monetary policy. (2003). Trehan, Bharat ; Lansing, Kevin ; KevinJ. Lansing, .
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28. Forward-looking behavior and optimal discretionary monetary policy. (2003). Trehan, Bharat ; Lansing, Kevin.
    In: Economics Letters.
    RePEc:eee:ecolet:v:81:y:2003:i:2:p:249-256.

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29. Monetary Policy and the Term Spread in a Macro Model of a Small Open Economy. (2002). Kotlán, Viktor.
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30. Monetary policy and the term structure of interest rates in a small open economy - a model framework approach. (2001). Kotlán, Viktor.
    In: Macroeconomics.
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