La curva de rendimiento y su relación con la actividad económica: una aplicación para México
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- Type
- book
- Published
- 2009-01-01
- Cited by
- 10
- References
- 54
- Access
- Open access
- OpenAlex
- https://openalex.org/W21064415
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:126913066
Keywords
Mica, Geology
References
- Estimating and testing linear models with multiple structural changes
- The Yield Curve and Predicting Recessions
- Estimation and Inference in Nonlinear Structural Models
- The Predictive Power of the Yield Spread: Further Evidence and a Structural Interpretation
- How Stable is the Predictive Power of the Yield Curve? Evidence from Germany and the United States
- Predicting real growth and inflation with the yield spread
- Predicting real growth using the yield curve
- Testing causality in variance using multivariate GARCH models
- Forecasting recessions using the yield curve
- The predictive power of the term structure of interest rates in Europe and the United States: Implications for the European Central Bank
- A causality-in-variance test and its application to financial market prices
- Distribution of the Estimators for Autoregressive Time Series with a Unit Root
- Multivariate Simultaneous Generalized ARCH
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- A test for volatility spillover with application to exchange rates
- A Reexamination of the Predictability of Economic Activity Using the Yield Spread
- Testing for causality‐in‐variance: an application to the East Asian markets
- Term-structure forecasts of interest rates, inflation and real returns
- A Capital Asset Pricing Model with Time-Varying Covariances
- The Real Term Structure and Consumption Growth
Cited by
- Algunas consideraciones sobre la estructura temporal de tasas de interés del gobierno en México
- Yield spreads, currency movements, and recession predictability for southern border economies in the United States
- Southern Border Recession Predictability in the United States: 1990-2015
- Yield Spreads, The Exchange Rate, and Recession Predictability for Northern Mexico Border Economies
- TIIE-28 Swaps as Risk-Adjusted Forecasts of Monetary Policy in Mexico
- The Yield Curve as a Predictor of Economic Activity in Mexico: The Role of the Term Premium
- The Yield Spread as a Predictor of Economic Activity in Mexico: The Role of the Term Premium
- Business Cycle Downturn Likelihood Estimation for Ciudad Juarez
- The yield curve and its relation to economic activity in Mexico
- Lo que indican los indicadores
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