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Reassessing the Relative Power of the Yield Spread in Forecasting Recessions*

* This paper is a replication of an original study

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  • Dean Croushore
  • Katherine Marsten

Abstract

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Suggested Citation

  • Dean Croushore & Katherine Marsten, 2016. "Reassessing the Relative Power of the Yield Spread in Forecasting Recessions," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(6), pages 1183-1191, September.
    • Handle: RePEc:wly:japmet:v:31:y:2016:i:6:p:1183-1191
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    Cited by:

    1. Jean-Marie Dufour & Joachim Wilde, 2018. "Weak identification in probit models with endogenous covariates," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 102(4), pages 611-631, October.
    2. Boonman, Tjeerd M., 2023. "Portfolio capital flows before and after the Global Financial Crisis," Economic Modelling, Elsevier, vol. 127(C).
    3. Bluwstein, Kristina & Buckmann, Marcus & Joseph, Andreas & Kapadia, Sujit & Şimşek, Özgür, 2023. "Credit growth, the yield curve and financial crisis prediction: Evidence from a machine learning approach," Journal of International Economics, Elsevier, vol. 145(C).
    4. Stijn Claessens & M Ayhan Kose, 2018. "Frontiers of macrofinancial linkages," BIS Papers, Bank for International Settlements, number 95, October –.
    5. Stijn Claessens & M. Ayhan Kose, 2017. "Asset prices and macroeconomic outcomes: A survey," CAMA Working Papers 2017-76, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    6. Boonman, Tjeerd, 2023. "Have drivers of portfolio capital flows changed since the Global Financial Crisis?," MPRA Paper 116507, University Library of Munich, Germany.
    7. Sun, Jiandong & Feng, Shuaizhang & Hu, Yingyao, 2021. "Misclassification errors in labor force statuses and the early identification of economic recessions," Journal of Asian Economics, Elsevier, vol. 75(C).

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    1. Reassessing the Relative Power of the Yield Spread in Forecasting Recessions (Journal of Applied Econometrics 2016) in ReplicationWiki

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