How unemployment affects bond prices : a mixed frequency google nowcasting approach
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 | Theorie | Theory | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis | Zinsstruktur | Yield curve | Arbeitsuche | Job search |
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