Monetary tightening cycles and the predictability of economic activity

DOI10.1016/J.ECONLET.2007.07.007MaRDI QIDQ1934752zbMATH OpenOpenAlexFDO

Authors Tobias Adrian, Arturo Estrella

Publication date 29 January 2013

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10419/60761

zbMATH Keywords

discriminant analysisinterest rateslogitmonetary policyterm structure

Mathematics Subject Classification ID

Economic growth models (91B62) Statistical methods; economic indices and measures (91B82) Interest rates, asset pricing, etc. (stochastic models) (91G30)

Recommendations

• Lending cycles
• The term spread as a monthly cyclical indicator: An evaluation
• A monetary business cycle model with unemployment
• Monetary policy uncertainty and economic fluctuations
• Monetary policy and interest rate spreads

Cites work

• The Efficiency of Logistic Regression Compared to Normal Discriminant Analysis

Cited in

(2)

• Patterns of macroeconomic indicators preceding the unemployment rise in Western Europe and the USA
• Dynamic industry uncertainty networks and the business cycle

This page was built for publication: Monetary tightening cycles and the predictability of economic activity

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1934752)