How unemployment affects bond prices : a mixed frequency google nowcasting approach
Thomas Dimpfl, Tobias Langen
| Year of publication: |
2019
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|---|---|
| Authors: | Dimpfl, Thomas ; Langen, Tobias |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 54.2019, 2, p. 551-573
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| Subject: | Bond yields | Google searches | Heterogeneous VAR | Long-memory components | Nowcasting | Unemployment | Arbeitslosigkeit | Prognoseverfahren | Forecasting model | Anleihe | Bond | Suchmaschine | Search engine | Zeitreihenanalyse | Time series analysis | Zinsstruktur | Yield curve | VAR-Modell | VAR model | Theorie | Theory | Zeit | Time |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-018-9840-7 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012134322