• Title of article

    Financial predictors of real activity and the financial accelerator

  • Author/Authors

    Ashoka Mody، نويسنده , , Mark P. Taylor، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2004
  • Pages
    6
  • From page
    167
  • To page
    172
  • 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.
  • Keywords
    High yield spread , Financial accelerator
  • Journal title
    Economics Letters
  • Serial Year
    2004
  • Journal title
    Economics Letters
  • Record number

    435340