## ABSTRACT We question the ability of macroeconomic data to predict risk appetite and βflightβtoβqualityβ periods in the European credit market using a model inspired by the Markov switching literature. This model allows for a direct mapping of exogenous variables into state probabilities. We find
β¦ LIBER β¦
Forecast Pooling for European Macroeconomic Variables
β Scribed by Massimiliano Marcellino
- Book ID
- 111046798
- Publisher
- John Wiley and Sons
- Year
- 2004
- Tongue
- English
- Weight
- 133 KB
- Volume
- 66
- Category
- Article
- ISSN
- 0140-5543
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