Real-time Bayesian learning and bond return predictability

Runqing Wan, Andras Fulop, Junye Li

Year of publication:	2022
Authors:	Wan, Runqing ; Fulop, Andras ; Li, Junye
Published in:	Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 230.2022, 1, p. 114-130
Subject:	Bayesian learning \| Bond return predictability \| Model combinations \| Non-overlapping bond returns \| Parameter uncertainty \| Real-time macroeconomic information \| Prognoseverfahren \| Forecasting model \| Kapitaleinkommen \| Capital income \| Anleihe \| Bond \| Bayes-Statistik \| Bayesian inference \| Lernprozess \| Learning process \| Zinsstruktur \| Yield curve \| Theorie \| Theory \| Börsenkurs \| Share price \| Rentenmarkt \| Bond market \| Öffentliche Anleihe \| Public bond \| Risiko \| Risk \| Kapitalmarktrendite \| Capital market returns

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