Investigating time-variation in the marginal predictive power of the yield spread (Q844643): Difference between revisions
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Revision as of 19:52, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Investigating time-variation in the marginal predictive power of the yield spread |
scientific article |
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Investigating time-variation in the marginal predictive power of the yield spread (English)
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19 January 2010
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Bayesian VARs
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stochastic volatility
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time-varying parameters
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median-unbiased estimation
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Monte Carlo integration
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frequency domain
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great inflation
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Volcker disinflation
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