Investigating time-variation in the marginal predictive power of the yield spread (Q844643)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Investigating time-variation in the marginal predictive power of the yield spread |
scientific article; zbMATH DE number 5660242
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Investigating time-variation in the marginal predictive power of the yield spread |
scientific article; zbMATH DE number 5660242 |
Statements
Investigating time-variation in the marginal predictive power of the yield spread (English)
0 references
19 January 2010
0 references
Bayesian VARs
0 references
stochastic volatility
0 references
time-varying parameters
0 references
median-unbiased estimation
0 references
Monte Carlo integration
0 references
frequency domain
0 references
great inflation
0 references
Volcker disinflation
0 references
0 references
0.76371169090271
0 references
0.7137199640274048
0 references
0.7057105302810669
0 references
0.7020964026451111
0 references
0.7017589807510376
0 references
