Principal component regression in GAMLSS applied to Greek–German government bond yield spreads
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DOI: 10.1177/1471082x211022980
Abstract: A solution to the problem of having to deal with a large number of interrelated explanatory variables within a generalized additive model for location, scale and shape (GAMLSS) is given here using as an example… read more here.
Keywords: bond yield; gamlss; yield spreads; german government ... See more keywords
The macroeconomic projections of the German government: A comparison to an independent forecasting institution
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DOI: 10.1515/ger-2019-0047
Abstract: Abstract This paper investigates the macroeconomic projections of the German government since the 1970s and compares it to those of the Joint Economic Forecast, which is an independent forecasting institution in Germany. Our results indicate… read more here.
Keywords: macroeconomic projections; projections german; forecasting institution; independent forecasting ... See more keywords