The DOI matches its Crossref record; 58 of the 58 references it cites were found in a registry or an index.
What does the yield curve tell us about GDP growth?
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Citations
Cites
Newey, W. K., & West, K. D. (1987) · Econometrica · doi:10.2307/1913610 · Cited by 16,936
A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix
Newey, W., & West, K. (1986) · National Bureau of Economic Research · doi:10.3386/t0055 · Cited by 12,278
A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
Hamilton, J. D. (1989) · Econometrica · doi:10.2307/1912559 · Cited by 9,646
Discretion versus policy rules in practice
Taylor, J. B. (1993) · Carnegie-Rochester Conference Series on Public Policy · doi:10.1016/0167-2231(93)90009-l · Cited by 9,065
Diebold, F., & Mariano, R. (1994) · National Bureau of Economic Research · doi:10.3386/t0169 · Cited by 5,185
Diebold, F. X., & Mariano, R. S. (1995) · Journal of Business & Economic Statistics · doi:10.1080/07350015.1995.10524599 · Cited by 5,130
Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*
Clarida, R., Gali, J., & Gertler, M. (2000) · Quarterly Journal of Economics · doi:10.1162/003355300554692 · Cited by 4,625
Empirical exchange rate models of the seventies
Meese, R. A., & Rogoff, K. (1983) · Journal of International Economics · doi:10.1016/0022-1996(83)90017-x · Cited by 4,107
The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors
Campbell, J. Y., & Shiller, R. J. (1988) · Review of Financial Studies · doi:10.1093/rfs/1.3.195 · Cited by 3,774
Parsimonious Modeling of Yield Curves
Nelson, C. R., & Siegel, A. F. (1987) · The Journal of Business · doi:10.1086/296409 · Cited by 2,909
Cited by
Credit spreads and business cycle fluctuations
Gilchrist, S., & Zakrajšek, E. (2012) · American Economic Review · doi:10.1257/aer.102.4.1692 · Cited by 2,213
Do macro variables, asset markets, or surveys forecast inflation better?
Ang, A., Bekaert, G., & Wei, M. (2007) · Journal of Monetary Economics · doi:10.1016/j.jmoneco.2006.04.006 · Cited by 801
Self-citationRisk Premiums in Dynamic Term Structure Models with Unspanned Macro Risks
JOSLIN, S., PRIEBSCH, M., & SINGLETON, K. J. (2014) · The Journal of Finance · doi:10.1111/jofi.12131 · Cited by 585
Financial Markets and the Real Economy
Cochrane, J. H. (2008) · Handbook of the Equity Risk Premium · doi:10.1016/b978-044450899-7.50014-2 · Cited by 543
A New Perspective on Gaussian Dynamic Term Structure Models
Joslin, S., Singleton, K. J., & Zhu, H. (2011) · Review of Financial Studies · doi:10.1093/rfs/hhq128 · Cited by 543
Metadata
- Authors
- Ang, A., Piazzesi, M., & Wei, M.
- Venue
- Journal of Econometrics
- Publisher
- Elsevier BV
- Published
- 2006-03
- Volume
- 131
- Issue
- 1-2
- Pages
- 359-403
- ISSN
- 0304-4076 (ISSN-L)
- OpenAlex
- W3021590600
- Cited by
- 800
- References
- 58
- FWCI
- 61.39
- Type
- journal article
- Language
- en
- Open access
- closed
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Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
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- The paper
- Ang, A., Piazzesi, M., & Wei, M. (2006). What does the yield curve tell us about GDP growth? Journal of Econometrics. https://doi.org/10.1016/j.jeconom.2005.01.032
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
