Matches in SemOpenAlex for { <https://semopenalex.org/work/W1567470811> ?p ?o ?g. }
Showing items 1 to 69 of
69
with 100 items per page.
- W1567470811 abstract "This paper investigates whether an asymmetry is present in the Granger-causal relationship between output and a set of interest rates and their spreads, across expansionary and contractionary business cycle phases in post 1950 U.S. Non-structural VAR models of monthly industrial production and three interest rates and four spreads are estimated for expansion and contraction samples. This study finds asymmetry in the bivariate relationship between the output and the financial variables across the two samples. Most of the interest rates and the spreads that were observed to Granger-cause output in the full sample continues to do so over the expansion sample but lose their predictive power in the contraction samples. ; Earlier version: Asymmetry in the relationship between output and interest rates (Paper no. 93-13)" @default.
- W1567470811 created "2016-06-24" @default.
- W1567470811 creator A5061561143 @default.
- W1567470811 date "1994-01-01" @default.
- W1567470811 modified "2023-09-27" @default.
- W1567470811 title "Asymmetry in the bivariate relationship between output and interest rates" @default.
- W1567470811 hasPublicationYear "1994" @default.
- W1567470811 type Work @default.
- W1567470811 sameAs 1567470811 @default.
- W1567470811 citedByCount "3" @default.
- W1567470811 crossrefType "posted-content" @default.
- W1567470811 hasAuthorship W1567470811A5061561143 @default.
- W1567470811 hasConcept C105795698 @default.
- W1567470811 hasConcept C111472728 @default.
- W1567470811 hasConcept C121332964 @default.
- W1567470811 hasConcept C138885662 @default.
- W1567470811 hasConcept C139719470 @default.
- W1567470811 hasConcept C149782125 @default.
- W1567470811 hasConcept C162324750 @default.
- W1567470811 hasConcept C175025494 @default.
- W1567470811 hasConcept C2778136018 @default.
- W1567470811 hasConcept C33923547 @default.
- W1567470811 hasConcept C38976095 @default.
- W1567470811 hasConcept C556758197 @default.
- W1567470811 hasConcept C62520636 @default.
- W1567470811 hasConcept C64341305 @default.
- W1567470811 hasConcept C83873408 @default.
- W1567470811 hasConceptScore W1567470811C105795698 @default.
- W1567470811 hasConceptScore W1567470811C111472728 @default.
- W1567470811 hasConceptScore W1567470811C121332964 @default.
- W1567470811 hasConceptScore W1567470811C138885662 @default.
- W1567470811 hasConceptScore W1567470811C139719470 @default.
- W1567470811 hasConceptScore W1567470811C149782125 @default.
- W1567470811 hasConceptScore W1567470811C162324750 @default.
- W1567470811 hasConceptScore W1567470811C175025494 @default.
- W1567470811 hasConceptScore W1567470811C2778136018 @default.
- W1567470811 hasConceptScore W1567470811C33923547 @default.
- W1567470811 hasConceptScore W1567470811C38976095 @default.
- W1567470811 hasConceptScore W1567470811C556758197 @default.
- W1567470811 hasConceptScore W1567470811C62520636 @default.
- W1567470811 hasConceptScore W1567470811C64341305 @default.
- W1567470811 hasConceptScore W1567470811C83873408 @default.
- W1567470811 hasLocation W15674708111 @default.
- W1567470811 hasOpenAccess W1567470811 @default.
- W1567470811 hasPrimaryLocation W15674708111 @default.
- W1567470811 hasRelatedWork W1503149596 @default.
- W1567470811 hasRelatedWork W1505139953 @default.
- W1567470811 hasRelatedWork W1508596057 @default.
- W1567470811 hasRelatedWork W1509722171 @default.
- W1567470811 hasRelatedWork W1534006095 @default.
- W1567470811 hasRelatedWork W1854636761 @default.
- W1567470811 hasRelatedWork W2020061535 @default.
- W1567470811 hasRelatedWork W2031268573 @default.
- W1567470811 hasRelatedWork W2112934139 @default.
- W1567470811 hasRelatedWork W2185619417 @default.
- W1567470811 hasRelatedWork W2261779232 @default.
- W1567470811 hasRelatedWork W2498161025 @default.
- W1567470811 hasRelatedWork W2981474370 @default.
- W1567470811 hasRelatedWork W3043367942 @default.
- W1567470811 hasRelatedWork W3124189043 @default.
- W1567470811 hasRelatedWork W3125027038 @default.
- W1567470811 hasRelatedWork W3125142125 @default.
- W1567470811 hasRelatedWork W3205141271 @default.
- W1567470811 hasRelatedWork W591220635 @default.
- W1567470811 hasRelatedWork W60576776 @default.
- W1567470811 isParatext "false" @default.
- W1567470811 isRetracted "false" @default.
- W1567470811 magId "1567470811" @default.
- W1567470811 workType "article" @default.