Forecasting government bond yields with large Bayesian vector autoregressions
Year of publication: |
2012
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Authors: | Carriero, Andrea ; Kapetanios, George ; Marcellino, Massimiliano |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 36.2012, 7, p. 2026-2048
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