Pages that link to "Item:Q2453091"
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The following pages link to Modelling and forecasting government bond spreads in the euro area: a GVAR model (Q2453091):
Displaying 12 items.
- On the use of area-wide models in the euro-zone (Q734463) (← links)
- Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR (Q1656366) (← links)
- Measuring sovereign risk spillovers and assessing the role of transmission channels: a spatial econometrics approach (Q1657178) (← links)
- Debt dynamics in Europe: a network general equilibrium GVAR approach (Q1657638) (← links)
- Linear-quadratic term structure models for negative Euro area yields (Q1673466) (← links)
- Affine arbitrage-free yield net models with application to the euro debt crisis (Q2155317) (← links)
- Forecasting mortality with international linkages: a global vector-autoregression approach (Q2234751) (← links)
- Forecasting government bond spreads with heuristic models: evidence from the eurozone periphery (Q2288926) (← links)
- Reduced form vector directional quantiles (Q2359673) (← links)
- Expectations and systemic risk in EMU government bond spreads (Q4683032) (← links)
- Analyzing multiple vector autoregressions through matrix-variate normal distribution with two covariance matrices (Q5077392) (← links)
- Principal component regression in GAMLSS applied to Greek–German government bond yield spreads (Q6078174) (← links)
