Credit spreads as predictors of real-time economic activity : a Bayesian model-averaging approach
Jon Faust, Simon Gilchrist, Jonathan H. Wright, and Egon Zakrajšek
| Year of publication: |
2013
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|---|---|
| Authors: | Faust, Jon ; Gilchrist, Simon ; Wright, Jonathan H. ; Zakrajšek, Egon |
| Published in: |
The review of economics and statistics. - Cambridge, Mass. : MIT Press, ISSN 0034-6535, ZDB-ID 207962-8. - Vol. 95.2013, 5, p. 1501-1519
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| Subject: | Kreditmarkt | Credit market | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Fälligkeit | Maturity | Wirtschaftsprognose | Economic forecast | Bruttoinlandsprodukt | Gross domestic product | Theorie | Theory | USA | United States | 1986-2011 |
| 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/10010350179