Assessing the predictive power of financial spreads in the euro area: does parameters instability matter?
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Bibliographic InfoArticle provided by Springer in its journal Empirical Economics.
Volume (Year): 33 (2007)
Issue (Month): 1 (July)
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Find related papers by JEL classification:
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
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