𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Modelling and forecasting government bond spreads in the euro area: A GVAR model

✍ Scribed by Favero, Carlo A.


Book ID
121340246
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
585 KB
Volume
177
Category
Article
ISSN
0304-4076

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


A markup model for forecasting inflation
✍ Bill Russell; Anindya Banerjee πŸ“‚ Article πŸ“… 2006 πŸ› John Wiley and Sons 🌐 English βš– 296 KB

## Abstract We develop a small model for forecasting inflation for the euro area using quarterly data over the period June 1973 to March 1999. The model is used to provide inflation forecasts from June 1999 to March 2002. We compare the forecasts from our model with those derived from six competing

Econometric modelling for short-term inf
✍ Antoni Espasa; Rebeca Albacete πŸ“‚ Article πŸ“… 2007 πŸ› John Wiley and Sons 🌐 English βš– 274 KB

## Abstract This paper examines the problem of forecasting macro‐variables which are observed monthly (or quarterly) and result from geographical and sectorial aggregation. The aim is to formulate a methodology whereby all relevant information gathered in this context could provide more accurate fo