The predictive content of the term premium for GDP growth in Canada : evidence from linear, Markov-switching and probit estimations
Ronald Henry Lange
Year of publication: |
2018
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Authors: | Lange, Ronald Henry |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 44.2018, p. 80-91
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Subject: | Predictive equation | Probit estimation | Regime-switching estimation | Term premia | Prognoseverfahren | Forecasting model | Kanada | Canada | Zinsstruktur | Yield curve | Schätzung | Estimation | Probit-Modell | Probit model | Schätztheorie | Estimation theory | Markov-Kette | Markov chain |
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