The relation between the corporate bond-yield spread and the real economy: stable or time-varying? (Q2292830)
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scientific article; zbMATH DE number 7162831
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| English | The relation between the corporate bond-yield spread and the real economy: stable or time-varying? |
scientific article; zbMATH DE number 7162831 |
Statements
The relation between the corporate bond-yield spread and the real economy: stable or time-varying? (English)
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5 February 2020
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Bayesian VAR
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time-varying parameters
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stochastic volatility
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model selection
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0.76371169090271
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0.6928867697715759
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0.6856975555419922
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0.6695335507392883
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