Forecasting government bond yields with large Bayesian vector autoregressions

✍ Scribed by Andrea Carriero; George Kapetanios; Massimiliano Marcellino

• Book ID: 116616052
• Publisher: Elsevier Science
• Year: 2012
• Tongue: English
• Weight: 764 KB
• Volume: 36
• Category: Article
• ISSN: 0378-4266
• DOI: 10.1016/j.jbankfin.2012.03.008