Modeling the relation between the US real economy and the corporate bond‐yield spread in Bayesian VARs with non‐Gaussian innovations-Reference-Cited by-同舟云学术

Modeling the relation between the US real economy and the corporate bond‐yield spread in Bayesian VARs with non‐Gaussian innovations

Published:2022-09-30 Issue:2 Volume:42 Page:347-368
ISSN:0277-6693
Container-title:Journal of Forecasting
language:en
Short-container-title:Journal of Forecasting

Author:

Kiss Tamás¹^ORCID,Mazur Stepan¹²^ORCID,Nguyen Hoang¹^ORCID,Österholm Pär¹³^ORCID

Affiliation:

1. School of Business Örebro University Fakultetsgatan 1 Örebro 702 81 Sweden

2. School of Business and Economics Linnaeus University Växjö Sweden

3. National Institute of Economic Research Stockholm Sweden

Funder

Jan Wallanders och Tom Hedelius Stiftelse samt Tore Browaldhs Stiftelse

Vetenskapsrådet

Publisher

Wiley

Subject

Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Computer Science Applications,Modeling and Simulation

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/for.2911

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1. The Generalized Hyperbolic Skew Student's t-Distribution

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4. Vulnerable Growth

5. Adrian T. Grinberg F. Liang N. &Malik S.(2018).The term structure of growth‐at‐risk. (WP 18/180).

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