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Macroeconomic Activity and Risk Indicators: An Unstable Relationship

https://doi.org/10.2139/ssrn.2980643
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13/13 checkable references clean · checked 2026-08-05

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

4 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 13 checked references that resolve
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Point, Interval and Density Forecasts of Exchange Rates with Time Varying Parameter Models
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Comparing and evaluating Bayesian predictive distributions of asset returns
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Agency Costs, Collateral, and Business Fluctuations
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Chapter 21 The financial accelerator in a quantitative business cycle framework
resolves10.1016/j.red.2004.10.009
Drifts and volatilities: monetary policies and outcomes in the post WWII US
resolves10.1016/j.ijforecast.2015.01.008
The time-varying leading properties of the high yield spread in the United States
resolves10.1016/b978-0-444-53683-9.00001-3
Forecasting Inflation
resolves10.3386/w16725
Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach
resolves10.1257/aer.102.4.1692
Credit Spreads and Business Cycle Fluctuations
resolves10.1080/07350015.1998.10524759
Tests for Forecast Encompassing
resolves10.1016/j.jeconom.2013.04.007
Large time-varying parameter VARs
resolves10.1002/jae.2499
Time Variation in Macro‐Financial Linkages
resolves10.1111/j.1467-937x.2005.00353.x
Time Varying Structural Vector Autoregressions and Monetary Policy
The 4 references without a DOI — listed, not checked
no DOI — not checkedref2
no DOI — not checkedThe Predictive Power of the Yield Curve across Countries and Time. NBER Working Papers 16398
no DOI — not checkedref12
no DOI — not checkedWhy Has U.S. Inflation Become Harder to Forecast
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