Credit spread and employment growth : a time-varying relationship?
Martin Nordström
| Year of publication: |
2021
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|---|---|
| Authors: | Nordström, Martin |
| Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 28.2021, 1, p. 23-31
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| Subject: | Bayesian VAR | macrofinance | stochastic volatility | time-varying parameters | VAR-Modell | VAR model | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Bayes-Statistik | Bayesian inference | Zinsstruktur | Yield curve | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Risikoprämie | Risk premium | Konjunktur | Business cycle |
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