| 期刊論文1. | Stock, James H.、Watson, Mark W.(2003)。How did leading indicator forecasts perform during the 2001 recession?。Federal Reserve Bank of Richmond Economic Quarterly,89(3),71-90。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 2. | Estrella, Arturo(2005)。Why Does the Yield Curve Predict Output and Inflation。Economic Journal,115,722-744。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 3. | Stock, James H.、Watson, Mark W.(2003)。Forecasting Output and Inflation: The Role of Asset Prices。Journal of Economic Literature,41(3),788-829。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 4. | Wu, Tao(200609)。Globalization's effect on interest rates and the yield curve。Federal Reserve Bank of Dallas Economic Letter,1(9)。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 5. | 朱美智(20061200)。剖析全球長期利率走低的因素。國際金融參考資料,52,42-71。 延伸查詢![new window](/gs32/images/newin.png) | 6. | 吳懿娟(200506)。台灣中性短期實質利率的估測。中央銀行季刊,27(2),41-70。 延伸查詢![new window](/gs32/images/newin.png) | 7. | Anderson, Richard G.(200605)。Yield Curve Inversions and Cyclical Peaks。Monetary Trends,May。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 8. | Berk, Jan Mark(1998)。The Information Content of the Yield Curve for Monetary Policy A Survey。De Economist,146(2),303-320。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 9. | Basdevant Olivier、Bjorksten,Nils、Karafgedikli, Ozer(200402)。Estimating a Time Varying Neutral Real Interest Rate for New Zealand。Reserve Bank of New Zealand Discussion Paper Series,DP2004(1),1-29。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 10. | Bemanke, Ben S.、Gertler,Alan S.(1992)。The Federal Funds Rate and the Channels of Moneatry Transmission。American Economic Review,82(4),901-21。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 11. | BIS(2004)。Global Liquidity: the Role of Monetary Policy。Annual Report,2003/2004,71-73。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 12. | Dueker, Michael J.(1997)。Strengthening the Case for the Yield Curve as a Predicator of US Recessions。Federal Reserve Bank of St. Louis Review,79(2),41-51。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 13. | ECB(200602)。Does the Flattening of the US Yield Curve Signal Lower Growth Ahead ?。ECB monthly Bulletin,February,25-28。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 14. | ECB(200504)。Recent Developments in Long-Term Real Interest Rates。ECB Monthly Bulletin,April,22-24。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 15. | Estrella, Arturo、Mishikin, Frederic S.(1996)。The Yield Curve as a Predictor of US Recessions。Current Issues in Economics and Finance,June。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 16. | Estrella, Arturo、Rodrigues, A. P.、Schich, S.(2003)。How Stable is the Predictive Power of the Yield Curve? Evidence from Germany and the United States。The Review of Economics and Statistics,85(3),629-644。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 17. | Estrella, Arturo(2005)。The Yield Curve and Recessions。The International Economy,19(3),8-38。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 18. | FDIC(20060222)。What the Yield Curve Does (and Doesn't) Tell US。FYI: An Update on Emerging Issues in Banking。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 19. | Haubrich, Joseph G.(2006)。Does the Yield Curve Signal Recession。Economic Commentary,April。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 20. | Haubrich, Joseph G.(1995)。Federal Reserve Interest Rate Targeting, Rational Expectations, and the Term Structure。Journal of Monetary Economics,24,245-274。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 21. | Kozicki, Sharon(1997)。Predicting Real Growth and Inflation with the Yield Spread。Economic Review,82,39-57。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 22. | Poole, William(2005)。Understanding the Term Structure of Interest Rates。Federal Reserve Bank of St. Louis Review,87(5),589-596。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 23. | Slok, Torsten、Dobridge, Christine(200601)。What is the Yield Curve Telling Us? That Long Yields are Too Low。US Economic Weekly,Deutsche,6-9。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 24. | Slok, Torsten、Dobridge, Christine(20060324)。The Flat Yield Curve's Message is Weakening。US Economic Weekly,Deutsche,6-8。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 25. | Harvey, C. R.(1988)。The real term structure and consumption growth。Journal of Financial Economics,22(2),305-333。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 26. | Dotsey, Michael(1998)。The Predictive Content of the Interest Rate Term Spread for Future Economic Growth。Federal Reserve Bank of Richmond Economic Quarterly,84(3),31-51。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 27. | Haubrich, Joseph G.、Dombrosky, Ann M.(1996)。Predicting Real Growth Using the Yield Curve。Economic Review: Federal Reserve Bank of Cleveland,32(1),26-35。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 28. | Chen, Nai-Fu(1991)。Financial Investment Opportunities and the Macroeconomy。Journal of Finance,46(2),529-554。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 29. | Estrella, Arturo、Hardouvelis, Gikas A.(1991)。The Term Structure as a Predictor of Real Economic Activity。The Journal of Finance,46(2),555-576。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 30. | Estrella, Arturo、Mishkin, Frederic S.(1998)。Predicting U.S. Recessions: Financial Variables as Leading Indicators。Review of Economics and Statistics,80(1),45-61。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 31. | Taylor, John B.(1993)。Discretion versus Policy Rules in Practice。Carnegie-Rochester Conference Series on Public Policy,39,195-214。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 32. | Ang, Andrew、Piazzesi, Monika、Wei, Min(2006)。What Does the Yield Curve Tell Us about GDP Growth。Journal of Econometrics,131(1/2),359-403。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 33. | Plosser, C. I.、Rouwenhorst, K. G.(1994)。International Term Structures and Real Economic Growth。Journal of Monetary Economics,33(1),133-155。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 會議論文1. | Knight, Malcolm D.(2006)。Why Have Long-Term Interest Rates Been So Low? Is the Global Interest Rate Cycle Beginning toTurn?。General Manager of the BIS,National Bank of Slovakia, Bratislava (會議日期: 2006, 12 May)。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 2. | Greenspan, Alan(20050216)。Federal Reserve Board's Semiannual Monetary Policy Report to the Congress(會議日期: 2005 February 16)。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 圖書1. | 央行經研處金融統計科(20050406)。近來長短期利率走勢分歧問題之研析。 延伸查詢![new window](/gs32/images/newin.png) | 2. | 田慧琦(2002)。我國十年期中央公債殖利率之重要影響因素分析。 延伸查詢![new window](/gs32/images/newin.png) | 3. | Wright, H. Jonathan(2006)。The Yield Curve and Predicting Recessions,。Washington, D.C:Divisions of Research & Statistics and Monetary Affairs, Federal Reserve Board。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 其他1. | Bemanke, Ben S.(2006)。Reflections on the Yield Curve and Monetary Policy,New York:Economic Club of New York。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 2. | Economist(2007)。The Global Gusher,Economist.com, January 14th 2007。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 3. | Economist(2006)。Spread too Thinly--Beware the Overpriced Debt Markets in 2007,Economist.com, 2006/12/19。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 4. | Estrella, Arturo(2005)。The Weld Curve as a Leading Indicator: Frequently Asked Questions,http://www.newyorkfed.org.。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 5. | Greenspan, Alan(20051108)。Letter to the Honorable Jim Saxton。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 6. | Kroszner, Randall S.(2006)。Why Are Yield Curves So Flat and Long Rates So Low Globally。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 7. | Poole, William(2006)。Inversio。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 8. | Yellen Janet L.(2005)。Views on the Economy and Implications for Monetary Policy。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 9. | Bernanke, B.(2005)。The Global Saving Glut and the US Current Account Deficit,Richmond, Virginia。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 圖書論文1. | Bernanke, Ben S.、Gertler, Mark、Gilchrist, Simon(1999)。The financial accelerator in a quantitative business cycle framework。Handbook of Macroeconomics。Amsterdam:Elsevier Press。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 2. | William, Dudley(20060106)。Low Bond Risk Premium: The Collapse of Inflation Volatility。U.S. Economics Analyst。Goldman Sachs。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 3. | Rudebusch, G.D.、Svensson, L.E.O.(1999)。Svensson, 1999, Policy Rules for Inflation Targeting。Monetary Policy Rules。Chicago University Press。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 4. | Stock, James H.、Watson, Mark W.(1993)。Procedure for Predicting Recessions with Leading Indicators: Econometric Issues and Recent Experience?。New Research on Business Cycles,Indicators and Forecasting。Chicago:University of Chicago Press。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | 5. | Stock, J. H.、Watson, M. W.(1989)。New indexes of coincident and leading economic indicators。NBER Macroeconomics Annual。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) | |