González-Fernández, Marcos; González-Velasco, Carmen - In: Revista de Métodos Cuantitativos para la Economía y … 21 (2016), pp. 103-116
The objective of this paper is to classify a group of EMU countries according to the main determinants of long-term sovereign bond yields. We apply the Classification and Regression Tree method (CART). According to the findings, countries with lower inflation, a lower debt to GDP ratio, a lower...
