Forecasting Chinese business cycle using long-term interest rate comovements
Year of publication: |
2018
|
---|---|
Authors: | Lee, Kiryoung ; Jo, Chanik |
Published in: |
Romanian journal of economic forecasting. - Bucharest : Inst., ISSN 2537-6071, ZDB-ID 2428295-9. - Vol. 21.2018, 2, p. 118-134
|
Subject: | dynamic conditional correlations | recession | integrated markets | forecasting accuracy | regional factor | global factor | Konjunktur | Business cycle | Prognoseverfahren | Forecasting model | Korrelation | Correlation | Zins | Interest rate | Konjunkturzusammenhang | Business cycle synchronization | Wirtschaftsprognose | Economic forecast | VAR-Modell | VAR model | Frühindikator | Leading indicator |
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