CORE
CO
nnecting
RE
positories
Services
Services overview
Explore all CORE services
Access to raw data
API
Dataset
FastSync
Content discovery
Recommender
Discovery
OAI identifiers
OAI Resolver
Managing content
Dashboard
Bespoke contracts
Consultancy services
Support us
Support us
Membership
Sponsorship
Research partnership
About
About
About us
Our mission
Team
Blog
FAQs
Contact us
Community governance
Governance
Advisory Board
Board of supporters
Research network
Innovations
Our research
Labs
Assessing the predictive power of financial spreads in the euro area: does parameters instability matter?
Authors
A Duarte
A Estrella
+32 more
A Estrella
A Estrella
A Estrella
AC Harvey
AC Harvey
AC Sims
AC Sims
Andrea Nobili
EP Davis
F Smets
FS Mishkin
FS Mishkin
FS Mishkin
FX Diebold
GJ Haubrich
J Campbell
JD Hamilton
JH Stock
JH Stock
KR Kadiyala
KR Kadiyala
M Dotsey
M Hermann
M Sensier
N Chen
P Ireland
R Clarida
R Litterman
S Gerlach
S Kozicki
T Doan
WW Lang
Publication date
Publisher
Doi
Cite
Abstract
Financial spreads, Bayesian VAR models, Bayesian analysis, Forecasting, C11, C32, C53,
Similar works
Full text
Available Versions
Research Papers in Economics
See this paper in CORE
Go to the repository landing page
Download from data provider
Last time updated on 06/07/2012
Crossref
See this paper in CORE
Go to the repository landing page
Download from data provider
Last time updated on 03/12/2019