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Bond risk premia forecasting : a simple approach for extracting macroeconomic information from a panel of indicators

Audrino, Francesco; Corsi, Fulvio; Filipova, Kameliya - In: Econometric reviews 35 (2016) 1/4, pp. 232-256

Persistent link: https://www.econbiz.de/10011549916

Regime shifts, risk premiums in the term structure, and the business cycle

Bansal, Ravi; Tauchen, George Eugene; Zhou, Hao - In: Journal of business & economic statistics : JBES ; a … 22 (2004) 4, pp. 396-409

Persistent link: https://www.econbiz.de/10002372889

Regime-shifts, risk premiums in the term structure, and the business cycle

Bansal, Ravi; Tauchen, George Eugene; Zhou, Hao - 2003

Persistent link: https://www.econbiz.de/10001764084

Specification of echelon-form VARMA models

Lütkepohl, Helmut - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 1, pp. 69-79

Persistent link: https://www.econbiz.de/10001203177

A dynamic factor model of the yield curve components as a predictor of the economy

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Persistent link: https://www.econbiz.de/10011596830

Monetary condition index with time varying weights : an application to Turkish data

Şıklar, İlyas; Dogan, Burhan - In: Business and Economic Research : BER 5 (2015) 1, pp. 117-132

Persistent link: https://www.econbiz.de/10011344437

A real economic activity indicator for Turkey

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Economic sentiment indicator as a demand determinant

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Credit Default Swap (CDS) Spreads : The Analysis of Time Series for the Integration with the Interest Rates and the Growth in Turkish Economy

Kargi, Bilal - 2014

This text is for the relation between credit default swap (CDS) spreads and some chosen macro economic data in Turkish economy. Credit default swap spread as an insurance spread is the most important sign for the solvency of the debitors in that country about the securities that public sector...

Persistent link: https://www.econbiz.de/10013050744

Term structure forecasting using macro factors and forecast combination

Pooter, Michiel de; Ravazzolo, Francesco; Dijk, Dick van - 2010

Persistent link: https://www.econbiz.de/10003937282

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