In search of leading indicator property of yield spread for India : an approach based on quantile and wavelet regression
Year of publication: |
2015
|
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Authors: | Dar, Arif Billah ; Shah, Firdous Ahmad |
Published in: |
Economics research international. - New York, NY [u.a.] : Hindawi Publ. Corp., ISSN 2090-2123, ZDB-ID 2610301-1. - 2015, p. 1-12
|
Subject: | Indien | India | Regressionsanalyse | Regression analysis | Wirtschaftsindikator | Economic indicator | Zinsstruktur | Yield curve | Zustandsraummodell | State space model | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory |
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