The relation between the corporate bond-yield spread and the real economy: stable or time-varying? (Q2292830)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The relation between the corporate bond-yield spread and the real economy: stable or time-varying? |
scientific article |
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The relation between the corporate bond-yield spread and the real economy: stable or time-varying? (English)
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5 February 2020
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Bayesian VAR
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time-varying parameters
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stochastic volatility
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model selection
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