An explanation of spread's ability to predict economic activity : a regime switching model
Year of publication: |
[2016]
|
---|---|
Authors: | Evgenidis, Anastasios ; Siriopoulos, Costas |
Published in: |
Journal of economic studies. - Bradford : Emerald, ISSN 0144-3585, ZDB-ID 127399-1. - Vol. 43.2016, 3, p. 488-503
|
Subject: | Business cycles | GARCH models | Regime switching models | Yield spread | Prognoseverfahren | Forecasting model | Markov-Kette | Markov chain | Zinsstruktur | Yield curve | ARCH-Modell | ARCH model | Theorie | Theory | Kapitaleinkommen | Capital income | Schätzung | Estimation |
-
Bond indices maturities and changing macroeconomic conditions : evidence from South Africa
Moodley, Fabian, (2024)
-
General Bayesian time-varying parameter VARs for modeling government bond yields
Fischer, Manfred M., (2022)
-
Measuring risk in fixed income portfolios using yield curve models
Caldeira, João F., (2015)
- More ...
-
Evgenidis, Anastasios, (2015)
-
Evgenidis, Anastasios, (2015)
-
Evgenidis, Anastasios, (2014)
- More ...