Assessing the predictive power of financial spreads in the euro area : does parameters instability matter?
Andrea Nobili
| Year of publication: |
2007
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|---|---|
| Authors: | Nobili, Andrea |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 33.2007, 1, p. 177-195
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| Subject: | Wirtschaftsindikator | Economic indicator | Wertpapierhandel | Securities trading | Prognoseverfahren | Forecasting model | Wirtschaftsprognose | Economic forecast | Zeitreihenanalyse | Time series analysis | Bayes-Statistik | Bayesian inference | VAR-Modell | VAR model | EU-Staaten | EU countries | 1981-2005 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003491983