An econometric approach to macroeconomic risk. A cross country study
Year of publication: |
2001
|
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Authors: | Carrera, Jorge Eduardo ; Cusolito, Ana Paula ; Féliz, Mariano ; Panigo, Demian |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Risk | Volatility | Persistence | Structural breaks | Forescastability | Macroeconomic variables | Cross country analysis |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; F37 - International Finance Forecasting and Simulation ; C22 - Time-Series Models ; E44 - Financial Markets and the Macroeconomy ; C01 - Econometrics |
Source: |
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