An explanation of spread's ability to predict economic activity : a regime switching model
Anastasios Evgenidis and Costas Siriopoulos
| Year of publication: |
[2016]
|
|---|---|
| Authors: | Evgenidis, Anastasios ; Siriopoulos, Costas |
| Published in: |
Journal of economic studies. - Bradford : Emerald, ISSN 0144-3585, ZDB-ID 127399-1. - Vol. 43.2016, 3, p. 488-503
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| Subject: | Business cycles | GARCH models | Regime switching models | Yield spread | Markov-Kette | Markov chain | Zinsstruktur | Yield curve | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Konjunkturtheorie | Business cycle theory | Konjunktur | Business cycle | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/JES-10-2014-0175 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011690205