Long-run and short-run determinants of sovereign bond yields in advanced economies /

Mostrar otras versiones (1)

"We analyze determinants of sovereign bond yields in 22 advanced economies over the 1980-2010 period using panel cointegration techniques. The application of cointegration methodology allows distinguishing between long-run (debt-to-GDP ratio, potential growth) and short-run (inflation, short-te...

Descripción completa

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Poghosyan, Tigran (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: [Washington, D.C.] : International Monetary Fund, ©2012.
Colección:IMF working paper ; WP/12/271.
Temas:
Government securities > Econometric models.
Rate of return > Econometric models.
Cointegration.
Effets publics > Modèles économétriques.
Taux de rendement > Modèles économétriques.
Cointégration.
BUSINESS & ECONOMICS > Economics > General.
BUSINESS & ECONOMICS > Reference.
Cointegration
Government securities > Econometric models
Rate of return > Econometric models
Acceso en línea:Texto completo

Internet

Texto completo

Items no disponibles

Detalle de Existencias desde

Ejemplares similares