Matches in SemOpenAlex for { <https://semopenalex.org/work/W1618962697> ?p ?o ?g. }
Showing items 1 to 83 of
83
with 100 items per page.
- W1618962697 abstract "We examine how the predictive power of term spreads as predictors of economic recessions in Europe and the US has changed in the last two decades. In particular, we focus on the power of domestic and of US and German term spreads to predict real economic activity. Using a battery of methodologies that include endogenous changepoint detection we find that the predictive power of spreadtype variables has changed significantly after the 1980s: in the most advanced countries the domestic spread has lost its informative content in favor of the US spread, whereas in other, less developed countries, this informational content has appeared during the late 1980s. Other predictive variables examined are shown to add little information over term spreads. Given the theoretical arguments that support the predictive power, these findings suggest that domestic monetary policy may have become less effective with respect to real activity in the most developed countries of the sample." @default.
- W1618962697 created "2016-06-24" @default.
- W1618962697 creator A5017786509 @default.
- W1618962697 date "2007-08-01" @default.
- W1618962697 modified "2023-09-27" @default.
- W1618962697 title "Changes in the Informational Content of the Spread: Is Monetary Policy Becoming Less Effective?" @default.
- W1618962697 hasPublicationYear "2007" @default.
- W1618962697 type Work @default.
- W1618962697 sameAs 1618962697 @default.
- W1618962697 citedByCount "0" @default.
- W1618962697 crossrefType "posted-content" @default.
- W1618962697 hasAuthorship W1618962697A5017786509 @default.
- W1618962697 hasConcept C111472728 @default.
- W1618962697 hasConcept C121332964 @default.
- W1618962697 hasConcept C126285488 @default.
- W1618962697 hasConcept C126322002 @default.
- W1618962697 hasConcept C138885662 @default.
- W1618962697 hasConcept C139719470 @default.
- W1618962697 hasConcept C149782125 @default.
- W1618962697 hasConcept C154775046 @default.
- W1618962697 hasConcept C162324750 @default.
- W1618962697 hasConcept C163258240 @default.
- W1618962697 hasConcept C166957645 @default.
- W1618962697 hasConcept C185592680 @default.
- W1618962697 hasConcept C195742910 @default.
- W1618962697 hasConcept C198531522 @default.
- W1618962697 hasConcept C205649164 @default.
- W1618962697 hasConcept C2778136018 @default.
- W1618962697 hasConcept C3019719930 @default.
- W1618962697 hasConcept C43617362 @default.
- W1618962697 hasConcept C556758197 @default.
- W1618962697 hasConcept C61797465 @default.
- W1618962697 hasConcept C62520636 @default.
- W1618962697 hasConcept C71924100 @default.
- W1618962697 hasConceptScore W1618962697C111472728 @default.
- W1618962697 hasConceptScore W1618962697C121332964 @default.
- W1618962697 hasConceptScore W1618962697C126285488 @default.
- W1618962697 hasConceptScore W1618962697C126322002 @default.
- W1618962697 hasConceptScore W1618962697C138885662 @default.
- W1618962697 hasConceptScore W1618962697C139719470 @default.
- W1618962697 hasConceptScore W1618962697C149782125 @default.
- W1618962697 hasConceptScore W1618962697C154775046 @default.
- W1618962697 hasConceptScore W1618962697C162324750 @default.
- W1618962697 hasConceptScore W1618962697C163258240 @default.
- W1618962697 hasConceptScore W1618962697C166957645 @default.
- W1618962697 hasConceptScore W1618962697C185592680 @default.
- W1618962697 hasConceptScore W1618962697C195742910 @default.
- W1618962697 hasConceptScore W1618962697C198531522 @default.
- W1618962697 hasConceptScore W1618962697C205649164 @default.
- W1618962697 hasConceptScore W1618962697C2778136018 @default.
- W1618962697 hasConceptScore W1618962697C3019719930 @default.
- W1618962697 hasConceptScore W1618962697C43617362 @default.
- W1618962697 hasConceptScore W1618962697C556758197 @default.
- W1618962697 hasConceptScore W1618962697C61797465 @default.
- W1618962697 hasConceptScore W1618962697C62520636 @default.
- W1618962697 hasConceptScore W1618962697C71924100 @default.
- W1618962697 hasLocation W16189626971 @default.
- W1618962697 hasOpenAccess W1618962697 @default.
- W1618962697 hasPrimaryLocation W16189626971 @default.
- W1618962697 hasRelatedWork W1439766302 @default.
- W1618962697 hasRelatedWork W1486258599 @default.
- W1618962697 hasRelatedWork W1540224525 @default.
- W1618962697 hasRelatedWork W1544994771 @default.
- W1618962697 hasRelatedWork W1564191301 @default.
- W1618962697 hasRelatedWork W1579956224 @default.
- W1618962697 hasRelatedWork W2146958683 @default.
- W1618962697 hasRelatedWork W2150960320 @default.
- W1618962697 hasRelatedWork W2180006371 @default.
- W1618962697 hasRelatedWork W2186149417 @default.
- W1618962697 hasRelatedWork W2519722656 @default.
- W1618962697 hasRelatedWork W2614833029 @default.
- W1618962697 hasRelatedWork W2733190571 @default.
- W1618962697 hasRelatedWork W2777859133 @default.
- W1618962697 hasRelatedWork W2890780567 @default.
- W1618962697 hasRelatedWork W3122066932 @default.
- W1618962697 hasRelatedWork W3124894581 @default.
- W1618962697 hasRelatedWork W3125131633 @default.
- W1618962697 hasRelatedWork W3143996164 @default.
- W1618962697 hasRelatedWork W3124763706 @default.
- W1618962697 isParatext "false" @default.
- W1618962697 isRetracted "false" @default.
- W1618962697 magId "1618962697" @default.
- W1618962697 workType "article" @default.