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Navigating Economic Downturns: Insights from Survey-Based Recession Indicators

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Reassessing the Relative Power of the Yield Spread in Forecasting Recessions
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Did established Early Warning Signals predict the 2008 crises?
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Macro variables and international stock return predictability
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Evaluating early warning indicators of banking crises: Satisfying policy requirements
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Getting the most out of macroeconomic information for predicting excess stock returns
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Modeling and predicting U.S. recessions using machine learning techniques
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Forecasting US recessions: The role of sentiment
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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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Are bond returns predictable with real-time macro data?
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Market timing over the business cycle
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Dynamics of subjective risk premia
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Flights and contagion—An empirical analysis of stock–bond correlations
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Banking, debt, and currency crises in developed countries: Stylized facts and early warning indicators
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Predictability in financial markets: What do survey expectations tell us?
inferredcites →https://doi.org/10.1016/j.jimonfin.2019.03.002openalex-snapshot
Stocks and bonds: Flight-to-safety for ever?
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Identifying indicators of systemic risk
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Do macro variables, asset markets, or surveys forecast inflation better?
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Business Cycle Variation in the Risk-Return Trade-Off
inferredcites →https://doi.org/10.1017/s0022109000001782openalex-snapshot
Stock Market Uncertainty and the Stock-Bond Return Relation
inferredcites →https://doi.org/10.1080/07350015.2017.1356729openalex-snapshot
Macroeconomic Uncertainty Through the Lens of Professional Forecasters
inferredcites →https://doi.org/10.1086/261755openalex-snapshot
The Variation of Economic Risk Premiums
inferredcites →https://doi.org/10.1093/qje/qjw045openalex-snapshot
Financial Crises and Risk Premia
inferredcites →https://doi.org/10.1093/rfs/hht082openalex-snapshot
Expectations of Returns and Expected Returns
inferredcites →https://doi.org/10.1093/rfs/hhz055openalex-snapshot
Flights to Safety
inferredcites →https://doi.org/10.1111/ecoj.12113openalex-snapshot
Curbing the Credit Cycle
inferredcites →https://doi.org/10.1111/jofi.12203openalex-snapshot
The Global Crisis and Equity Market Contagion
inferredcites →https://doi.org/10.1111/jofi.13016openalex-snapshot
Subjective Cash Flow and Discount Rate Expectations
inferredcites →https://doi.org/10.1111/jofi.13100openalex-snapshot
Late to Recessions: Stocks and the Business Cycle
inferredcites →https://doi.org/10.1198/073500107000000296openalex-snapshot
A Comparison of the Real-Time Performance of Business Cycle Dating Methods
inferredcites →https://doi.org/10.1198/jbes.2009.07213openalex-snapshot
Forecasting Recessions: The Puzzle of the Enduring Power of the Yield Curve
inferredcites →https://doi.org/10.1257/aer.102.4.1692openalex-snapshot
Credit Spreads and Business Cycle Fluctuations
inferredcites →https://doi.org/10.1257/aer.20181219openalex-snapshot
Overreaction in Macroeconomic Expectations
inferredcites →https://doi.org/10.1287/mnsc.2021.4068openalex-snapshot
The Time Variation in Risk Appetite and Uncertainty
inferredcites →https://doi.org/10.2139/ssrn.2252209openalex-snapshot
The VIX, the Variance Premium and Stock Market Volatility
inferredcites →https://doi.org/10.2139/ssrn.2307681openalex-snapshot
Predicting Recessions with Leading Indicators: Model Averaging and Selection Over the Business Cycle
inferredcites →https://doi.org/10.2139/ssrn.2594033openalex-snapshot
Nonlinearity and Flight to Safety in the Risk-Return Trade-Off for Stocks and Bonds
inferredcites →https://doi.org/10.2139/ssrn.3969562openalex-snapshot
Credit Growth, the Yield Curve and Financial Crisis Prediction: Evidence from a Machine Learning Approach
inferredcites →https://doi.org/10.2139/ssrn.4222682openalex-snapshot
Real-Time Forward-Looking Skewness over the Business Cycle
inferredcites →https://doi.org/10.24148/wp2011-02openalex-snapshot
Cross‐Country Causes and Consequences of the Crisis: An Update
inferredcites →https://doi.org/10.2469/faj.v45.n5.38openalex-snapshot
Forecasts of Economic Growth from the Bond and Stock Markets
inferredcites →https://doi.org/10.2469/faj.v60.n2.2612openalex-snapshot
How Regimes Affect Asset Allocation
inferredcites →https://doi.org/10.3386/w15207openalex-snapshot
The Composition Matters: Capital Inflows and Liquidity Crunch during a Global Economic Crisis
inferredcites →https://doi.org/10.3386/w15512openalex-snapshot
Credit Booms Gone Bust: Monetary Policy, Leverage Cycles and Financial Crises, 1870-2008
inferredcites →https://doi.org/10.3386/w16567openalex-snapshot
Financial Crises, Credit Booms, and External Imbalances: 140 Years of Lessons
inferredcites →https://doi.org/10.3386/w30356openalex-snapshot
Overreaction and Diagnostic Expectations in Macroeconomics
inferredcites →https://doi.org/10.3386/w30737openalex-snapshot
Do Foreign Yield Curves Predict U.S. Recessions and GDP Growth?
inferredcites →https://doi.org/10.3386/w8180openalex-snapshot
Forecasting Output and Inflation: The Role of Asset Prices
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