Monetary tightening cycles and the predictability of economic activity

DOI10.1016/J.ECONLET.2007.07.007zbMATH Open1255.91321OpenAlexW3122611437MaRDI QIDQ1934752FDOQ1934752

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

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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)

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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