Monetary tightening cycles and the predictability of economic activity

DOI10.1016/j.econlet.2007.07.007zbMath1255.91321OpenAlexW3122611437MaRDI QIDQ1934752

Arturo Estrella, Tobias Adrian

Publication date: 29 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10419/60761

zbMATH Keywords

discriminant analysisinterest ratesmonetary policyterm structurelogit

Mathematics Subject Classification ID

Economic growth models (91B62) Interest rates, asset pricing, etc. (stochastic models) (91G30) Statistical methods; economic indices and measures (91B82)

Cites Work

• The Efficiency of Logistic Regression Compared to Normal Discriminant Analysis

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