The yield curve and the macro-economy across time and frequencies (Q318879): Difference between revisions

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+What does the yield curve tell us about GDP growth?
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+Investigating time-variation in the marginal predictive power of the yield spread
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+Predicting a recession: Evidence from the yield curve in the presence of structural breaks
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+An arbitrage‐free generalized Nelson–Siegel term structure model
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+The macroeconomy and the yield curve: a dynamic latent factor approach
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+Forecasting the term structure of government bond yields
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+Wavelet Variance Analysis of Output in G-7 Countries
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+A joint econometric model of macroeconomic and term-structure dynamics
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