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Macrofinancial information on the post-COVID-19 economic recovery: Will it be V, U or L-shaped?()
We use standard macrofinancial no-arbitrage term structure models to forecast key macroeconomic variables such as GDP. Simple adaptations to the models are proposed in order to generate plausible forecasts in the context of the COVID-19 crisis. The financial market variables included in the models a...
Autores principales: | , , |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Elsevier Inc.
2021
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9760224/ https://www.ncbi.nlm.nih.gov/pubmed/36568950 http://dx.doi.org/10.1016/j.frl.2021.101978 |