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Financial predictors of real activity and the financial accelerator
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Mody, Ashoka and Taylor, Mark P. (2004) Financial predictors of real activity and the financial accelerator. Economics Letters, 82 (2). pp. 167-172. doi:10.1016/j.econlet.2002.11.001 ISSN 0165-1765.
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Official URL: http://dx.doi.org/10.1016/j.econlet.2002.11.001
Abstract
We document the breakdown in the term spread as a predictor of activity during the 1990s and provide the first long-horizon regression evidence that the high yield spread predicts well. The results support the presence of a US financial accelerator. (C) 2003 Elsevier B.V. All rights reserved.
Item Type: | Journal Article | ||||
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Subjects: | H Social Sciences > HC Economic History and Conditions | ||||
Divisions: | Faculty of Social Sciences > Warwick Business School | ||||
Journal or Publication Title: | Economics Letters | ||||
Publisher: | Elsevier | ||||
ISSN: | 0165-1765 | ||||
Official Date: | February 2004 | ||||
Dates: |
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Volume: | 82 | ||||
Number: | 2 | ||||
Number of Pages: | 6 | ||||
Page Range: | pp. 167-172 | ||||
DOI: | 10.1016/j.econlet.2002.11.001 | ||||
Status: | Peer Reviewed | ||||
Publication Status: | Published | ||||
Access rights to Published version: | Restricted or Subscription Access |
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