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What Makes Term Spreads So Prescient?

https://doi.org/10.2139/ssrn.4832929
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The Role of Credit in Predicting US Recessions
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What predicts US recessions?
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Market conditions, default risk and credit spreads
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Uncovering the US term premium: An alternative route
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Forecasting US recessions: The role of sentiment
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Credit spread variability in the U.S. business cycle: The Great Moderation versus the Great Recession
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What does the yield curve tell us about GDP growth?
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Approximately normal tests for equal predictive accuracy in nested models
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Pricing the term structure with linear regressions
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Betting the house
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Credit growth, the yield curve and financial crisis prediction: Evidence from a machine learning approach
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The U.S. Treasury yield curve: 1961 to the present
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The predictive power of the term structure of interest rates in Europe and the United States: Implications for the European Central Bank
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Forecasting inflation
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Chapter 21 The financial accelerator in a quantitative business cycle framework
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The Near-Term Forward Yield Spread as a Leading Indicator: A Less Distorted Mirror
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The Financial Instability Hypothesis: An Interpretation of Keynes and an Alternative to“Standard” Theory
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Correcting Estimation Bias in Dynamic Term Structure Models
inferredcites →https://doi.org/10.1093/oxrep/15.3.132openalex-extracted
The Information in the High Yield Bond Spread for the Business Cycle: Evidence and Some Implications
inferredcites →https://doi.org/10.1093/qje/qjx014openalex-extracted
Credit-Market Sentiment and the Business Cycle*
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Household Debt and Business Cycles Worldwide*
inferredcites →https://doi.org/10.1111/0022-1082.00089openalex-extracted
The Relation Between Treasury Yields and Corporate Bond Yield Spreads
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Why Does the Yield Curve Predict Output and Inflation?
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The Term Structure as a Predictor of Real Economic Activity
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When to Lean against the Wind
inferredcites →https://doi.org/10.1111/jofi.12586openalex-extracted
Diagnostic Expectations and Credit Cycles
inferredcites →https://doi.org/10.1111/jofi.13105openalex-extracted
Predictable Financial Crises
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Predicting U.S. Recessions: Financial Variables as Leading Indicators
inferredcites →https://doi.org/10.1162/rest_a_00376openalex-extracted
Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach
inferredcites →https://doi.org/10.1198/073500102753410444openalex-extracted
Comparing Predictive Accuracy
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Forecasting Recessions: The Puzzle of the Enduring Power of the Yield Curve
inferredcites →https://doi.org/10.1257/0002828053828518openalex-extracted
Estimation and Inference of Impulse Responses by Local Projections
inferredcites →https://doi.org/10.1257/aer.102.2.1029openalex-extracted
Credit Booms Gone Bust: Monetary Policy, Leverage Cycles, and Financial Crises, 1870–2008
inferredcites →https://doi.org/10.1257/aer.102.4.1692openalex-extracted
Credit Spreads and Business Cycle Fluctuations
inferredcites →https://doi.org/10.1257/jel.41.3.788openalex-extracted
Forecasting Output and Inflation: The Role of Asset Prices
inferredcites →https://doi.org/10.1257/jep.9.4.27openalex-extracted
Inside the Black Box: The Credit Channel of Monetary Policy Transmission
inferredcites →https://doi.org/10.1257/mac.20130329openalex-extracted
Monetary Policy Surprises, Credit Costs, and Economic Activity
inferredcites →https://doi.org/10.1257/mac.3.2.246openalex-extracted
Evaluating the Classification of Economic Activity into Recessions and Expansions
inferredcites →https://doi.org/10.1353/eca.2018.0012openalex-extracted
The Real Effects of Disrupted Credit: Evidence from the Global Financial Crisis
inferredcites →https://doi.org/10.1353/mcb.2002.0040openalex-extracted
A Reexamination of the Predictability of Economic Activity Using the Yield Spread
inferredcites →https://doi.org/10.17016/2380-7172.1739openalex-extracted
Recession Risk and the Excess Bond Premium
inferredcites →https://doi.org/10.17016/2380-7172.2146openalex-extracted
Predicting Recession Probabilities Using the Slope of the Yield Curve
inferredcites →https://doi.org/10.17016/feds.2006.07openalex-extracted
The Yield Curve and Predicting Recessions
inferredcites →https://doi.org/10.21033/wp-2018-15openalex-extracted
Why does the yield-curve slope predict recessions?
inferredcites →https://doi.org/10.2139/ssrn.1105728openalex-extracted
Credit Spreads and Real Activity
inferredcites →https://doi.org/10.2139/ssrn.1532309openalex-extracted
Monetary Cycles, Financial Cycles and the Business Cycle
inferredcites →https://doi.org/10.2139/ssrn.245584openalex-extracted
A Re-Examination of the Predictability of Economic Activity Using the Yield Spread
inferredcites →https://doi.org/10.2139/ssrn.2604149openalex-extracted
Credit-Market Sentiment and the Business Cycle
inferredcites →https://doi.org/10.2139/ssrn.3969562openalex-extracted
Credit Growth, the Yield Curve and Financial Crisis Prediction: Evidence from a Machine Learning Approach
inferredcites →https://doi.org/10.2139/ssrn.4299623openalex-extracted
Do Foreign Yield Curves Predict U.S. Recessions and GDP Growth?
inferredcites →https://doi.org/10.2139/ssrn.4709138openalex-extracted
The Predictive Power of the Term Spread and Financial Variables for Economic Activity Across Countries
inferredcites →https://doi.org/10.2139/ssrn.4872636openalex-extracted
The Predictive Power of the Term Spread and Financial Variables for Economic Activity Across Countries
inferredcites →https://doi.org/10.2139/ssrn.659962openalex-extracted
The Predictive Power of the Yield Spread: Further Evidence and a Structural Interpretation
inferredcites →https://doi.org/10.2307/1059346openalex-extracted
Stabilizing an Unstable Economy
inferredcites →https://doi.org/10.2307/1913610openalex-extracted
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
inferredcites →https://doi.org/10.2307/2109844openalex-extracted
The Financial Accelerator and the Flight to Quality
inferredcites →https://doi.org/10.2307/2298008openalex-extracted
Yield Spreads and Interest Rate Movements: A Bird's Eye View
inferredcites →https://doi.org/10.3386/w15512openalex-extracted
Credit Booms Gone Bust: Monetary Policy, Leverage Cycles and Financial Crises, 1870-2008
inferredcites →https://doi.org/10.3386/w17150openalex-extracted
Performance Evaluation of Zero Net-Investment Strategies
inferredcites →https://doi.org/10.3386/w23850openalex-extracted
How Credit Cycles across a Financial Crisis
inferredcites →https://doi.org/10.3386/w30737openalex-extracted
Do Foreign Yield Curves Predict U.S. Recessions and GDP Growth?
inferredcites →https://doi.org/10.3386/w5146openalex-extracted
Inside the Black Box: The Credit Channel of Monetary Policy Transmission
inferredcites →https://doi.org/10.3386/w5379openalex-extracted
Predicting U.S. Recessions: Financial Variables as Leading Indicators
inferredcites →https://doi.org/10.3386/w6455openalex-extracted
The Financial Accelerator in a Quantitative Business Cycle Framework
inferredcites →https://doi.org/10.3386/w8180openalex-extracted
Forecasting Output and Inflation: The Role of Asset Prices
inferredcites →https://doi.org/10.3982/ecta17813openalex-extracted
Local Projections and VARs Estimate the Same Impulse Responses
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