readme.ccm.txt
Creators:
Andrea Carriero
;
Todd E. Clark
;
Massimiliano Marcellino
From the dataset abstract
We use a Bayesian vector autoregression with stochastic volatility to forecast government bond yields. We form the conjugate prior from a no-arbitrage affine term structure model. The...
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/4068a7d6-6f0d-4a98-8629-2dd2cb6b6401/resource/df29f53b-17c4-4270-9306-9bcc1b229548/download/readme.ccm.txt |
| Last updated | November 23, 2022 |
| Created | November 23, 2022 |
