Open AccessCredit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach
Author(s) -
Jon Faust,
Simon Gilchrist,
Jonathan L. Wright,
Egon Zakrajšek
Publication year - 2011
Language(s) - English
Resource type - Reports
DOI - 10.3386/w16725
Subject(s) - bayesian probability , econometrics , economics , bayesian inference , mathematics , statistics