Predicting real growth and inflation with the yield spread

No abstract is available for this paper.

• Publication year

  1997

• Venue

  Econometric Reviews

• Publication date

  1997-10-01

• Fields of study

  Economics

• Identifiers

  No identifiers available.

• External record

  Open on Semantic Scholar

• Source metadata

  Semantic Scholar

• No claims are published for this paper.

• No concepts are published for this paper.

• Does the Yield Spread Predict Real Economic Activity?

  1997cited by this paper
• Strengthening the Case for the Yield Curve as a Predictor of U.S. Recessions

  1997cited by this paper
• Predicting U.S. Recessions: Financial Variables as Leading Indicators

  1995cited by this paper
• Yield curve forecasts of inflation: a cautionary tale

  1994cited by this paper
• Automatic Lag Selection in Covariance Matrix Estimation

  1994cited by this paper
• International term structures and real economic growth

  1994cited by this paper
• An Indicator of Future Inflation Extracted from the Steepness of the Interest Rate Yield Curve Along Its Entire Length

  1994cited by this paper
• Inflation and the yield curve

  1993cited by this paper
• A multi-country study of the information in the shorter maturity term structure about future inflation

  1991cited by this paper
• A Multi-Country Comparison of Term Structure Forecasts at Long Horizons

  1991cited by this paper
• The term structure as a predictor of real economic activity

  1991cited by this paper
• Term-structure forecasts of interest rates, inflation and real returns

  1990cited by this paper
• Forecasts of Economic Growth from the Bond and Stock Markets

  1989cited by this paper

• The yield curve strikes back: New evidence of its predictive power for economic activity and inflation

  2026cites this paper
• 17 Months of the Pandemic: A Study of the Stress Spillover Among the BRICS Countries During COVID-19

  2025cites this paper
• Assessing the Interaction between the Yield Curve and the Business Cycle in Britain, 1800-1913 | PhD Thesis 2025

  2025cites this paper
• Threshold MIDAS Forecasting of Canadian Inflation Rate

  2025cites this paper
• The Predictive Power of the Term Spread and Financial Variables for Economic Activity Across Countries

  2024cites this paper
• Predictive Power of Key Financial Variables During the Unconventional Monetary Policy Era

  2024cites this paper
• The Yield Spread as a Predictor of Economic Activity in Mexico: The Role of the Term Premium

  2023cites this paper
• What the Current Yield Curve Says, and What the Future Prices of Energy Do

  2022cites this paper
• The Yield Curve as a Predictor of Economic Activity in Mexico: The Role of the Term Premium

  2021cites this paper
• Factors influencing spread in Malaysia securitization market

  2020cites this paper
• Does the Yield Curve Predict Output?

  2020cites this paper
• WORKING PAPER SERIES BELIEF DISTORTIONS AND MACROECONOMIC FLUCTUATIONS

  2020cites this paper
• Differencing versus nondifferencing in factor‐based forecasting

  2020cites this paper
• ime-varying predictive content of financial variables in forecasting DP growth in the G-7 countries

  2019cites this paper
• Modeling and forecasting the co-movement of international yield curve drivers

  2019cites this paper
• Essays on Equity Prices, Monetary Policy and Economic Activities

  2019influential citation
• To what extent can information in the term structure of interest rates predict macroeconomic variables in Norway

  2019cites this paper
• Time-varying predictive content of financial variables in forecasting GDP growth in the G-7 countries

  2019cites this paper
• The Yield Spread as a Symmetric Predictor of Output and Inflation

  2019cites this paper
• Using the Entire Yield Curve in Forecasting Output and Inflation

  2018cites this paper
• The yield spread's ability to forecast economic activity: What have we learned after 30 years of studies?

  2018cites this paper
• The information content of the yield spread about future inflation in South Africa

  2018influential citation
• The yield curve as a predictor of real output and inflation: evidence from emerging markets

  2017cites this paper
• The return of financial variables in forecasting GDP growth in the G-7

  2017cites this paper
• The return of financial variables in forecasting GDP growth in the G-7

  2017cites this paper
• The yield curve as a predictor of recessions in the Euro Area a multicountry analysis

  2016cites this paper
• The informational role of the yield spread and stock returns for predicting future GDP in Emerging countries

  2016cites this paper
• Quantifying uncertainties in global growth forecasts

  2016cites this paper
• Term Structure of Interest Rates under Zero or Low Bound: The Recent Japanese Case

  2016cites this paper
• The central bank as shaper and observer of events: The case of the yield spread

  2016cites this paper
• The Forecasting Power of the Yield Curve, a Supervised Factor Model Approach

  2015influential citation
• Forecasting Inflation Rates Using Daily Data: A Nonparametric MIDAS Approach

  2015cites this paper
• Financial Variables and Economic Activity in the Nordic Countries

  2015cites this paper
• The Predictive Power of the Yield Curve Across Countries and Time: The Predictive Power of the Yield Curve

  2015cites this paper
• Informational Content of Yield Spread: Predicting Economic Growth of Malaysia

  2015cites this paper
• The Relationship between the Term Structure of Interest Rates and Nigeria Economic Growth and Inflation Rate

  2014cites this paper
• The US zero-coupon yield spread as a predictor of excess daily stock market volatility

  2014cites this paper
• Does the level of the yield curve predict inflation?

  2014cites this paper
• The Predictive Power of the Yield Curve across Countries and Time October 24 , 2014

  2014cites this paper
• The Predictive Power of the Yield Curve across Countries and Time February 7 , 2014

  2014cites this paper
• ESTIMATING REAL INTEREST RATES USING THE YIELD CURVE: EVIDENCE FROM GHANA

  2014cites this paper
• Interest Rate Volatility and Expectations about the Business Cycle

  2014cites this paper
• ECONOMIC ACTIVITY FORECAST IN EMERGING MARKETS

  2014cites this paper
• Inflation Targeting and Predictive Power of Term Spreads

  2014cites this paper
• O PODER PREDITIVO DA ESTRUTURA A TERMO DA TAXA DE JUROS: UMA ABORDAGEM COM INDICADORES NÃO LINEARES.

  2013cites this paper
• Yield spread as a leading indicator of Tunisian industrial production

  2013cites this paper
• Monetary Tightening and Inflation in a Bayesian Proportional Hazard Model

  2013cites this paper
• Forecasting Korean inflation

  2012cites this paper
• Forecasting Korean ination

  2012cites this paper
• Predicting Power of Yield Curve – A Study of Indian Sovereign Yield Spread

  2012cites this paper
• The Effect of Deflation or High Inflation on the Insurance Industry Sponsored

  2012cites this paper
• The role of implied volatility for explaining consumer sentiment: evidence for the U.S. and Germany

  2012influential citation
• Estimación dE la Estructura tEmporal dE las tasas dE intErés: El caso VEnEzolano

  2011cites this paper
• Forecasting the end of the global recession: did we miss the early signs?

  2011cites this paper
• The Yield Spread and Inflation as Leading Indicators of Future Economic Activity - The Case of Sweden

  2011influential citation
• The interactions among stock returns, the term structure of interest rates and economic activities: Evidence from Taiwan

  2011cites this paper
• Corporate Bond Spreads and Real Activity in the Euro Area - Least Angle Regression Forecasting and the Probability of the Recession

  2011cites this paper
• Predicting Output and Inflation in Less Developed Financial Markets Using the Yield Curve: Evidence from Malaysia

  2011cites this paper
• Using the Yield Curve in Forecasting Output Growth and In?flation

  2011cites this paper
• Some variables are more worthy than others: new diffusion index evidence on the monitoring of key economic indicators

  2011cites this paper
• Are Qualitative Inflation Expectations Useful to Predict Inflation

  2011cites this paper
• Has Models' Forecasting Performance for US Output Growth and Inflation Changed over Time, and When?

  2010cites this paper
• New Methods for Forecasting Inflation, Applied to the US

  2010cites this paper
• Forecasting industrial production in Brazil: Evidence from a wavelet approach

  2010cites this paper
• FORECASTING RECESSIONS: THE CONVERGENCE OF INFORMATION AND PREDICTIVE ANALYTICS

  2010cites this paper
• Predicting output and inflation using the entire yield curve

  2009cites this paper
• La curva de rendimiento y su relación con la actividad económica: una aplicación para México

  2009cites this paper
• A Required Yield Theory of Stock Market Valuation and Treasury Yield Determination

  2009influential citation
• Essays in forecasting

  2009cites this paper
• How to Read the Future: The Yield Curve, Affect, and Financial Prediction

  2009cites this paper
• An analysis of the yield spread as a predictor of inflation in Brazil: Evidence from a wavelets approach

  2009cites this paper
• FAİZ ORANI, GETİRİ FARKI VE EKONOMİK BÜYÜME: TÜRKİYE ÖRNEĞİ (1990-2006)

  2009cites this paper
• A FORECASTING EXERCISE FOR OUTPUT AND INFLATION IN CYPRUS

  2009cites this paper
• The predictive power of the term structure in Norway

  2008cites this paper
• The Yield Curve as a Leading Indicator: Frequently Asked Questions

  2008cites this paper
• Is there cyclical bias in bank holding company risk ratings

  2008cites this paper
• Improving Forecasts of Inflation using the Term Structure of Interest Rates

  2008cites this paper
• The Yield Curve and its Relation with Economic Activity: The Mexican Case

  2008cites this paper
• New methods for forecasting inflation and its sub-components: application to the USA

  2008cites this paper
• Ten Years of Czech Inflation Targeting: Missed Targets and Anchored Expectations

  2008cites this paper
• UNIVERSITY OF VAASA

  2008cites this paper
• The Predictive Power of Interest Rate Volatility on Economic Sentiment: Evidence for Germany and the U.K.

  2008cites this paper
• Has models forecasting performance for US output growth and inflation changed over time, and when?

  2008cites this paper
• Simulating the Impacts of Agroterrorism on U.S. Financial Markets and Regional Economic Performance

  2007cites this paper
• Evaluating factor forecasts for the UK: The role of asset prices

  2007cites this paper
• The Derivation and Application of a Theoretically and Economically Consistent Version of the Nelson and Siegel Class of Yield Curve Models

  2007cites this paper
• FORECASTING RECESSION IN SOUTH AFRICA: A COMPARISON OF THE YIELD CURVE AND OTHER ECONOMIC INDICATORS

  2007cites this paper
• Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?

  2007cites this paper
• The Predictive Power of Interest Rates Spread for Economic Activity

  2007cites this paper
• Predictability Of Economic Activity Using Yield Spreads: The Case Of Brazil

  2007cites this paper
• Assessing the predictive power of financial spreads in the euro area: does parameters instability matter?

  2007cites this paper
• LONG-RUN RELATIONSHIP BETWEEN ECONOMIC GROWTH AND STOCK RETURNS: AN EMPIRICAL INVESTIGATION ON CANADA AND THE UNITED STATES

  2006cites this paper
• The Yield Curve as a Predictor and Emerging Economies

  2006cites this paper
• ESTRUCTURA TEMPORAL DE LOS TIPOS DE INTERÉS Y ACTIVIDAD ECONÓMICA REAL

  2006cites this paper
• Forecasting Output Growth and In fl ation : How to Use Information in the Yield Curve ∗

  2006cites this paper
• Do term premia a¤ect the predictive power of the German yield curve for future economic activity?

  2006cites this paper
• FORECASTING OUTPUT GROWTH AND INFLATION IN THE EURO AREA: ARE FINANCIAL SPREADS USEFUL?

  2005cites this paper
• UNIVERSITY OF WAIKATO Hamilton New Zealand Investigating the Relationships between the Yield Curve, Output and Inflation using an Arbitrage-Free Version of the Nelson and Siegel Class of Yield Curve Models

  2005influential citation
• Investigating the relationships between the yield curve, output and inflation using an arbitrage-free version of the Nelson and Siegel class of yield curve models

  2005cites this paper
• The term spread and real economic activity in the US inter-war period

  2005cites this paper