Assessing the predictive power of financial spreads in the euro area: does parameters instability matter?
| Year of publication: |
2007
|
|---|---|
| Authors: | Nobili, Andrea |
| Published in: |
Empirical Economics. - Department of Economics and Finance Research and Teaching. - Vol. 33.2007, 1, p. 177-195
|
| Publisher: |
Department of Economics and Finance Research and Teaching |
| Subject: | Financial spreads | Bayesian VAR models | Bayesian analysis | Forecasting |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005758401