Real term structure forecasts of consumption growth
Year of publication: |
September 2015
|
---|---|
Authors: | Argyropoulos, Efthymios ; Tzavalis, Elias |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 33.2015, p. 208-222
|
Subject: | Real term structure of interest rates | Gaussian affine term structure models | Price of risk | Principal component analysis | Consumption forecasts | Zinsstruktur | Yield curve | Prognoseverfahren | Forecasting model | Theorie | Theory | Realzins | Real interest rate | Risikoprämie | Risk premium |
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