Forecasting yield spreads under crisis-induced multiple breakpoints
Year of publication: |
2013
|
---|---|
Authors: | Grazzini, Caterina Forti ; Guidolin, Massimo |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 20.2013, 16/18, p. 1656-1664
|
Subject: | yield spreads | structural breaks | forecasting accuracy | random walk | Prognoseverfahren | Forecasting model | Zinsstruktur | Yield curve | Strukturbruch | Structural break | Random Walk | Random walk | Kapitaleinkommen | Capital income | Frühindikator | Leading indicator | Zeitreihenanalyse | Time series analysis | Wirtschaftsprognose | Economic forecast |
-
Demystifying the Meese-Rogoff puzzle : structural breaks or measures of forecasting accuracy?
Burns, Kelly, (2017)
-
Rossi, Barbara, (2019)
-
Rossi, Barbara, (2019)
- More ...
-
Forecasting yield spreads under crisis-induced multiple breakpoints
Grazzini, Caterina Forti, (2013)
-
Forecasting yield spreads under crisis-induced multiple breakpoints
Grazzini, Caterina Forti, (2013)
-
Institutional diversity in domestic banking sectors and bank stability: A cross-country study
Baum, Christopher F., (2020)
- More ...