Yield spreads and real economic activity in East European transition economies
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DOI: 10.1080/13504850601032123
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References listed on IDEAS
- Reuben A. Kessel, 1965. "The Cyclical Behavior of the Term Structure of Interest Rates," NBER Books, National Bureau of Economic Research, Inc, number kess65-1.
- Barry Cozier & Greg Tkacz, "undated".
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- Barry Cozier & Greg Tkacz, 1994. "The Term Structure and Real Activity in Canada," Macroeconomics 9406001, University Library of Munich, Germany, revised 23 Jun 1994.
- Philip Lowe, 1992. "The Term Structure of Interest Rates, Real Activity and Inflation," RBA Research Discussion Papers rdp9204, Reserve Bank of Australia.
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Cited by:
- Scott W. Hegerty, 2011. "Interest-rate volatility and volatility spillovers in emerging Europe," International Review of Applied Economics, Taylor & Francis Journals, vol. 25(5), pages 599-614, October.
- Evgenidis, Anastasios & Papadamou, Stephanos & Siriopoulos, Costas, 2020. "The yield spread's ability to forecast economic activity: What have we learned after 30 years of studies?," Journal of Business Research, Elsevier, vol. 106(C), pages 221-232.
- Scott W. Hegerty, 2015. "Interest-Rate Volatility in the Baltics: Issues of Measurement and International Contagion," Eastern European Business and Economics Journal, Eastern European Business and Economics Studies Centre, vol. 1(1), pages 12-27.
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