What does financial volatility tell us about macroeconomic fluctuations?
Marcelle Chauvet, Zeynep Senyuz, Emre Yoldas
| Year of publication: |
March 2015
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|---|---|
| Authors: | Chauvet, Marcelle ; Senyuz, Zeynep ; Yoldas, Emre |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 52.2015, p. 340-360
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| Subject: | Financial volatility | Real-time data | Predictive ability tests | Dynamic factor model | Markov switching | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Markov-Kette | Markov chain | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Konjunktur | Business cycle | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2015.01.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011474221