| 期刊論文| 1. | Estrella, Arturo、Mishkin, F. S.(1997)。The Predictive Power of the Term Structure of Interest Rates in Europe and the United States: Implications for the European Central Bank。European Economic Review，41(7)，1375-1401。   | | 2. | Stock, James H.、Watson, Mark W.(2003)。Forecasting Output and Inflation: The Role of Asset Prices。Journal of Economic Literature，41(3)，788-829。 | | 3. | Ang, A.、Piazzesi, M.(2003)。A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables。Journal of Monetary Economics，50(4)，745-787。 | | 4. | Harvey, C. R.(1988)。The real term structure and consumption growth。Journal of Financial Economics，22(2)，305-333。 | | 5. | 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。 | | 6. | Estrella, Arturo、Hardouvelis, Gikas A.(1991)。The Term Structure as a Predictor of Real Economic Activity。The Journal of Finance，46(2)，555-576。 | | 7. | Estrella, Arturo、Mishkin, Frederic S.(1998)。Predicting U.S. Recessions: Financial Variables as Leading Indicators。Review of Economics and Statistics，80(1)，45-61。 | | 8. | Hamilton, J. D.、Kim, D. H.(2002)。A reexamination of the predictability of economic activity using the yield spread。Journal of Money, Credit, and Banking，34(2)，340-360。 | | 9. | Braun, A. R.、Shioji, E.(2006)。Monetary policy and the term structure of interest rates in Japan。Journal of Money, Credit and Banking，38(1)，141-162。 | | 10. | Estrella, Arturo(2005)。Why dose the yield curve predict output and inflation?。The Economic Journal，115(505)，722-744。 | | 11. | Estrella, A.(2005)。The yield curve and recessions。The International Economy，19(3)，8-38。 | | 12. | 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。 | | 13. | Harvey, C. R.(1989)。Forecasts of economic growth from the bond and stock markets。Financial Analysts Journal，45(5)，38-45。 | | 14. | Boulier, B. L.、Stekler, H. O.(2001)。The Term Spread as a Cyclical Indicator: A Forecasting Evaluation。Applied Financial Economics，11(4)，403-409。 | | 15. | Davis, E. P.、Henry, S. G. B.(1994)。The Use of Financial Spreads as Indicator Variables: Evidence for the United Kingdom and Germany。International Monetary Fund Staff Papers，41(3)，517-525。 | 研究報告| 1. | Wright, J. H.(2006)。The yield curve and predicting recessions。Washington, DC：Board of Governors of Federal Reserve System。 | | 2. | Bordo, Michael D.、Haubrich, Joseph G.(2004)。The Yield Curve, Recessions and The Credibility of Monetary Regime: Long Run Evidence 1875-1997。Cambridge：National Bureau of Economic Research。 | 單篇論文| 1. | Evans, C. L.，Marshall, D.(2001)。Economic Determinants of the Nominal Treasury Yield Curve，Federal Reserve Bank of Chicago。 | | 2. | Baltzer, M.，Kling, G.(2005)。Predictability of future economic growth and the credibility of different monetary regimes in Germany, 1870-2003，University of Tübingen。 | 其他| 1. | Eijffinger, S.，Schaling, E.，Verhagen, W.(2000)。The term structure of interest rates and inflation forecast targeting，Washington：Center for Economic and Policy Research。 | | 2. | Hardouvelis, G.，Malliaropulos, D.(2004)。The yield spread as a symmetric predictor of output and inflation，Washington：Center for Economic and Policy Research。 | |