scholarly journals Yield Spreads As Predictors of Economic Activity: A Real-Time VAR Analysis

2010 ◽  
Vol 2010 (1008) ◽  
Author(s):  
N. Kundan Kishor ◽  
◽  
Evan F. Koenig ◽  
Keyword(s):  
Real Time ◽  
Economic Activity ◽  
Yield Spreads ◽  
Var Analysis

Credit Indicators as Predictors of Economic Activity: A Real-Time VAR Analysis

2014 ◽  
Vol 46 (2-3) ◽  
pp. 545-564 ◽  
Author(s):  
N. KUNDAN KISHOR ◽  
EVAN F. KOENIG
Keyword(s):  
Real Time ◽  
Economic Activity ◽  
Var Analysis

Monitoring Economic Activity in Real Time Using Diffusion Indices: Evidence from the Fifth District

2016 ◽  
Vol 101 (04) ◽  
pp. 275-301
Author(s):  
Santiago Pinto ◽  
◽  
Sonya Waddell ◽  
Pierre-Daniel Sarte ◽  
◽  
...  
Keyword(s):  
Real Time ◽  
Economic Activity

High yield spreads, real economic activity, and the financial accelerator

2013 ◽  
Vol 121 (3) ◽  
pp. 346-355 ◽  
Author(s):  
Pierangelo De Pace ◽  
Kyle D. Weber
Keyword(s):  
Economic Activity ◽  
High Yield ◽  
Financial Accelerator ◽  
Yield Spreads

scholarly journals Nowcasting Euro Area Economic Activity in Real Time: The Role of Confidence Indicators

2009 ◽  
Vol 210 ◽  
pp. 90-97 ◽  
Author(s):  
Domenico Giannone ◽  
Lucrezia Reichlin ◽  
Saverio Simonelli
Keyword(s):  
Real Time ◽  
Euro Area ◽  
Economic Activity ◽  
Model Based

This paper assesses the role of qualitative surveys for the early estimation of GDP in the Euro Area in a model-based automated procedure which exploits the timeliness of their release. The analysis is conducted using both an historical evaluation and a real-time case study on the current conjuncture.

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