Investigating time-variation in the marginal predictive power of the yield spread
Year of publication: |
2007-08
|
---|---|
Authors: | Benati, Luca ; Goodhart, Charles |
Institutions: | European Central Bank |
Subject: | Bayesian VARs | medianunbiased | stochastic volatility | time-varying parameters |
-
Investigating time-variation in the marginal predictive power of the yield spread
Benati, Luca, (2007)
-
U.S. evolving macroeconomic dynamics: a structural investigation
Benati, Luca, (2007)
-
Would the Bundesbank have prevented the Great Inflation in the United States?
Benati, Luca, (2009)
- More ...
-
The ‘Great Moderation’ in the United Kingdom
Benati, Luca, (2007)
-
Are policy counterfactuals based on structural VAR's reliable?
Benati, Luca, (2010)
-
Benati, Luca, (2010)
- More ...