Change Detection and the Causal Impact of the Yield Curve
Year of publication: |
2016
|
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Authors: | Hurn, Stan |
Other Persons: | Phillips, Peter C. B. (contributor) ; Shi, Shuping (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Zinsstruktur | Yield curve | Kausalanalyse | Causality analysis | Wirkungsanalyse | Impact assessment | Wirtschaftswachstum | Economic growth | Bruttoinlandsprodukt | Gross domestic product | Statistischer Test | Statistical test |
Extent: | 1 Online-Ressource (68 p) |
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Series: | Cowles Foundation Discussion Paper ; No. 2058 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 7, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2881954 [DOI] |
Classification: | C12 - Hypothesis Testing ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C32 - Time-Series Models ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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