Measuring response of output growth to changes in yield spread in a state switching framework
Ramaprasad Bhar; Shigeyuki Hamori
| Year of publication: |
2008
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|---|---|
| Authors: | Bhar, Ramaprasad ; Hamori, Shigeyuki |
| Published in: |
Journal of economic and social measurement. - Amsterdam : IOS Press, ISSN 0747-9662, ZDB-ID 1195901-0. - Vol. 33.2008, 4, p. 221-239
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| Subject: | Bruttoinlandsprodukt | Gross domestic product | Wirtschaftswachstum | Economic growth | Zinsstruktur | Yield curve | Markov-Kette | Markov chain | USA | United States | Japan | Großbritannien | United Kingdom |
| 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/10003842363