What does financial volatility tell us about macroeconomic fluctuations?
type: Item
instance of: scholarly article
title: What does financial volatility tell us about macroeconomic fluctuations?
zbMATH Open document ID: 1402.91423
author: Marcelle Chauvet
author: Zeynep Senyuz
author: Emre Yoldas
publication date: 2018-11-15T00:00:00Z
full work available at URL: 201209pap.pdf
Mathematics Subject Classification ID: 91B64
Mathematics Subject Classification ID: 91B70
zbMATH DE Number: 6979787
zbMATH Keywords: financial volatility
zbMATH Keywords: real-time data
zbMATH Keywords: predictive ability tests
zbMATH Keywords: dynamic factor model
zbMATH Keywords: Markov switching
MaRDI profile type: Publication
OpenAlex ID: W1823515206
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cites work: Q3753259
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cites work: Asymptotic Inference about Predictive Ability
DOI: 10.1016/J.JEDC.2015.01.002
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 6979787