Campbell R. Harvey's Research Papers Regarding the Term Structure and Economic Growth

Email: cam.harvey@duke.edu
Phone: +1 919.660.7768
Fax: +1 919.660.8030
Cel: +1 919.271.8156

"Recovering Expectations of Consumption Growth from an Equilibrium Model of the Term Structure of Interest Rates", University of Chicago, December 1986. Committee: Eugene F. Fama (Chair), Wayne E. Ferson, Robert Stambaugh, Merton H. Miller, Shmuel Kandel and Lars P. Hansen. View PDF.

"The Real Term Structure and Consumption Growth," Journal of Financial Economics 22 (1988): 305-334. (P1) View PDF, 2.8mb.
"Forecasting Economic Growth with the Bond and Stock Markets," Financial Analysts Journal, September/October (1989): 38-45. ( P2) View PDF, 0.9mb.
"The Term Structure and World Economic Growth," Journal of Fixed Income 1 (1991): 4-17. (P6) View PDF, 1.9mb.
"la Capacità Previsiva della Struttura per Scadenza dei Tassi d'Interesse Italiani in Relazione alla Crescita Economica Reale," with Sidhartha Kaul and Chris M. Kirby, Serie Economica, 1990, CRF Gruppo IMI. View PDF, 1.6mb
"Les Taux d'Intérêt et la Croissance Economique en France," Analyse Financière 86 (1991): 97-103. (P8) View PDF, 1.2mb.
"Interest Rate Based Forecasts of German Economic Growth," Weltwirtschaftliches Archiv 127 (1991): 701-718. (P12) View PDF, 1.6mb.
"The Term Structure Forecasts Economic Growth," Financial Analysts Journal May/June (1993): 6-8. (P18) View PDF, 0.7mb.
The Term Structure and Economic Growth: The Recession of 2001, March 2003, (PM42) View powerpoint

Yield Curve Inversions and Future Economic Growth, May 7, 2011. View presentation