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September 19, 2014

The search found 2 of 12818 documents sorted by Date with the following criteria:
Subject / Keyword: GMM estimation

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1.

Title: The Corporate Spread Curve and Industrial Production in the United States
Author/Editor: Chan-Lau, Jorge A. ; Ivaschenko, Iryna V.
Series: Working Paper No. 02/8
Published: January 1, 2002
Subject(s): Economic forecasting | United States | Industrial production | Economic models
Author's keyword(s): Investment grade bonds | corporate spreads | term structure | real activity | forecasting | GMM estimation | United States

 

2.

Title: Corporate Bond Risk and Real Activity: An Empirical Analysis of Yield Spreads and their Systematic Components
Author/Editor: Chan-Lau, Jorge A. ; Ivaschenko, Iryna V.
Series: Working Paper No. 01/158
Published: October 1, 2001
Subject(s): Bonds | Investment | United States | Economic models
Author's keyword(s): Investment grade bonds | corporate spreads | business cycle | forecasting | GMM estimation | systematic risk

 

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