Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach
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https://www.nber.org/papers/w16725
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资源简介：
Employing a large number of real and financial indicators, we use Bayesian Model Averaging (BMA) to forecast real-time measures of economic activity. Importantly, the predictor set includes option-adjusted credit spread indexes based on bond portfolios sorted by maturity and credit risk as measured
提供机构：
美国国家经济研究局
创建时间：
2011-01-01
