Real-time Bayesian learning and bond return predictability
Year of publication: |
2022
|
---|---|
Authors: | Wan, Runqing ; Fulop, Andras ; Li, Junye |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 230.2022, 1, p. 114-130
|
Subject: | Bayesian learning | Bond return predictability | Model combinations | Non-overlapping bond returns | Parameter uncertainty | Real-time macroeconomic information | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Anleihe | Bond | Bayes-Statistik | Bayesian inference | Lernprozess | Learning process | Theorie | Theory | Rentenmarkt | Bond market | Zinsstruktur | Yield curve | Schätzung | Estimation | Kapitalmarktrendite | Capital market returns |
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