Open AccessCredit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach
Author(s) -
Jon Faust,
Simon Gilchrist,
Jonathan H. Wright,
Egon Zakrajšek
Publication year - 2012
Publication title -
finance and economics discussion series
Language(s) - English
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2012.77
Subject(s) - econometrics , autoregressive model , bayesian probability , benchmark (surveying) , bond , bayesian inference , economics , nowcasting , economic indicator , credit risk , bond market , maturity (psychological) , quarter (canadian coin) , real economy , set (abstract data type) , statistics , computer science , mathematics , actuarial science , finance , monetary economics , macroeconomics , geography , psychology , developmental psychology , geodesy , archaeology , meteorology , programming language