Credit spread and employment growth : a time-varying relationship?
Martin Nordström
| Year of publication: |
2021
|
|---|---|
| Authors: | Nordström, Martin |
| Subject: | Bayesian VAR | macrofinance | stochastic volatility | time-varying parameters | VAR-Modell | VAR model | Volatilität | Volatility | Bayes-Statistik | Bayesian inference | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Zinsstruktur | Yield curve | Stochastischer Prozess | Stochastic process |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2020.1725416 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012415041