Hivatkozások

  • Ang, A., Piazzesi, M. & Wei, M. (2006), ‘What does the yield curve tell us about gdp growth?’, Journal of econometrics 131(1-2), 359–403.
  • Bauer, M. D. & Mertens, T. M. (2018), ‘Economic forecasts with the yield curve’, FRBSF Economic Letter 7, 8–07.
  • Bauer, M. D., Mertens, T. M. et al. (2018), ‘Information in the yield curve about future recessions’, FRBSF Economic Letter 20, 1–5.
  • Chauvet, M. & Potter, S. (2005), ‘Forecasting recessions using the yield curve’, Journal of forecasting 24(2), 77–103.
  • Chinn, M. D. & Kucko, K. J. (2010), The predictive power of the yield curve across countries and time, Technical report, National Bureau of Economic Research.
  • De Grauwe, P. (2012), Lectures on behavioral macroeconomics, Princeton University Press.
  • De Grauwe, P. & Grimaldi, M. (2018), The exchange rate in a behavioral finance framework, Princeton University Press.
  • Estrella, A. & Mishkin, F. S. (1996a), The yield curve as a predictor of recessions in the united states and europe’, The Determination of Long-Term Interest Rates and Exchange Rates and the Role of Expectations. Basel: Bank for International Settlements.
  • Estrella, A. & Mishkin, F. S. (1996b), The yield curve as a predictor of us recessions’, Current issues in economics and finance 2(7).
  • Estrella, A. & Mishkin, F. S. (1997), The predictive power of the term structure of interest rates in europe and the united states: Implications for the european central bank’, European economic review 41(7), 1375–1401.
  • Estrella, A. & Mishkin, F. S. (1998), ‘Predicting us recessions: Financial variables as leading indicators’, Review of Economics and Statistics 80(1), 45–61.
  • Estrella, A., Rodrigues, A. P. & Schich, S. (2003), ‘How stable is the predictive power of the yield curve? evidence from germany and the united states’, Review of Economics and Statistics 85(3), 629–644.
  • Haubrich, J. G. et al. (2006), Does the yield curve signal recession?’, Federal Reserve Bank of Cleveland 15.
  • International Monetary Fund (n.d.), ‘Financial development’. URL: https://data.imf.org
  • Keen, H. (1989), The yield curve as a predictor of business cycle turning points’, Business Economics pp. 37–43.
  • Stevens, E. J. et al. (1989), ‘Is there a message in the yield curve?’, Economic Commentary, Federal Reserve Bank of Cleveland,(March 15, 1989) .
  • Stevenson, B. & Wolfers, J. (2011), Trust in public institutions over the business cycle’, American Economic Review 101(3), 281–87.
  • Tamás, F. (2018), ‘A logisztikus regresszió és az általánosított lineáris modell’. URL: http://www.medstat.hu/oktatas/okonometriaI/FerenciTamas_OkonometriaI_ ALogisztikusRegresszioEsAzAltalanositottLinearisModell_lecturenote.pdf
  • Wooldridge, J. M. (2012), ‘Introductory econometrics: a modern approach (upper level economics titles)’, Southwestern College Publishing 41, 673–690.
  • Wright, J. H. (2006), The yield curve and predicting recessions’.