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://jda-test.zbw.eu/dataset/55753634-1a31-4a66-867a-13bdcba107bb/resource/85dfea8c-262b-4eb9-b670-60812eb30a1a/download/readme.ccm.txt |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
