The term structure of interest rates and economic activity : evidence from the COVID-19 pandemic
Year of publication: |
2024
|
---|---|
Authors: | Salachas, Evangelos ; Kouretas, Georgios P. ; Laopodis, Nikiforos |
Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 43.2024, 4, p. 1018-1041
|
Subject: | affine model | factor-augmented VAR | forecasting | Nelson-Siegel model | term structure of interest rates | Zinsstruktur | Yield curve | Coronavirus | Prognoseverfahren | Forecasting model | Schätzung | Estimation | VAR-Modell | VAR model |
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