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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...

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Detalles Bibliográficos
Autores principales:	De Backer, Bruno, Dewachter, Hans, Iania, Leonardo
Formato:	Online Artículo Texto
Lenguaje:	English
Publicado:	Elsevier Inc. 2021
Materias:	Article
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

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