Corporate bond spreads and real activity in the euro area - Least Angle Regression forecasting and the probability of the recession
Year of publication: |
2011
|
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Authors: | Buchmann, Marco |
Publisher: |
Frankfurt a. M. : European Central Bank (ECB) |
Subject: | automatic model building | corporate bond spreads | least angle regression | point and density forecasting |
Series: | ECB Working Paper ; 1286 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 653939795 [GVK] hdl:10419/153720 [Handle] RePEc:ecb:ecbwps:20111286 [RePEc] |
Classification: | E32 - Business Fluctuations; Cycles ; E37 - Forecasting and Simulation ; E44 - Financial Markets and the Macroeconomy ; G32 - Financing Policy; Capital and Ownership Structure |
Source: |
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Buchmann, Marco, (2011)
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Corporate bond spreads and real activity in the euro area
Buchmann, Marco, (2011)
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