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

term structurediscriminant analysislogitinterest ratesmonetary policy

Mathematics Subject Classification ID

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

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Cites work

• The Efficiency of Logistic Regression Compared to Normal Discriminant Analysis

Cited in

(2)

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

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