Forecasting government bond yields with large Bayesian vector autoregressions
Andrea Carriero; George Kapetanios; Massimiliano Marcellino
| Year of publication: |
2012
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|---|---|
| Authors: | Carriero, Andrea ; Kapetanios, George ; Marcellino, Massimiliano |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 36.2012, 7, p. 2026-2047
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| Subject: | VAR-Modell | VAR model | Zinsstruktur | Yield curve | Bayes-Statistik | Bayesian inference | Prognoseverfahren | Forecasting model | Öffentliche Anleihe | Public bond |
| 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/10009629698