搜索结果: 1-15 共查到“经济学 Yield”相关记录23条 . 查询时间(0.208 秒)
Climate variability and simultaneous breadbasket yield shocks as observed in long-term yield records
Climate variability breadbasket yield shocks yield records
2024/4/1
That climate variability and change can potentially force multiple simultaneous breadbasket crop yield shocks has been established. But research quantifying the mechanisms behind such simultaneous sho...
Dairy farm profit according to the herd size,milk yield,and number of cows per worker
cows profit production reproduction
2016/6/3
The study evaluates the associations of the farm herd size (HERD), the milk yield (MY, kg/cow per year), and cows per worker (CW) with the production, reproduction, and economic traits in 60 commercia...
The Macroeconomy and the Yield Curve:A Dynamic Latent Factor Approach
Term structure interest rates macroeconomic fundamentals factor model state-space model
2015/9/18
We estimate a model that summarizes the yield curve using latent factors (specifically, level,slope, and curvature) and also includes observable macroeconomic variables (specifically, real activity,in...
Email addresses: piazzesi@uchicago.edu, martin.schneider@nyu.edu. We thank Pierpaolo Benigno
and John Campbell for helpful discussions. We also thank Andy Atkeson, David Backus, Frederico
Belo, John...
What does the yield curve tell us about GDP growth?
Term structure Forecasting Financial markets and the macroeconomy
2015/7/23
A lot, including a few things you may not expect. Previous studies find that the term spread
forecasts GDP but these regressions are unconstrained and do not model regressor
endogeneity. We bu...
An Econometric Model of the Yield Curve with Macroeconomic Jump Effects
Macroeconomic Jump Effects Yield Curve
2015/7/23
This paper develops an arbitrage-free time-series model of yields in continuous time
that incorporates central bank policy. Policy-related events, such as FOMC meetings
and releases of macroeconomic...
Reaching for Yield in the Bond Market
Fixed Income Reaching For Yield Financial Intermediation Insurance Companies Insurance Bonds
2015/4/27
Reaching-for-yield—the propensity to buy riskier assets in order to achieve higher yields—is believed to be an important factor contributing to the credit cycle. This paper analyses this phenomenon in...
Wheat Variety Yield Data: Do Commercial and Public Performance Tests Provide the Same Information?
Wheat Variety Yield Data Commercial Public Performance Tests Same Information
2014/6/3
Wheat Variety Yield Data: Do Commercial and Public Performance Tests Provide the Same Information?
A Spatial Econometric Analysis of Crop Yield and Climate Variability in Arizona
A Spatial Econometric Analysis Crop Yield Climate Variability in Arizona
2014/6/3
A Spatial Econometric Analysis of Crop Yield and Climate Variability in Arizona。
Predictive ability of machine learning methods for massive crop yield prediction
regression trees neural networks support vector regression k-nearest neighbor multiple linear regression
2014/10/24
An important issue for agricultural planning purposes is the accurate yield estimation for the numerous crops involved in the planning. Machine learning (ML) is an essential approach for achieving pra...
Yield to maturity modelling and a Monte Carlo Technique for pricing Derivatives on Constant Maturity Treasury (CMT) and Derivatives on forward Bonds
interest rate bonds recovery rate survival probability hazard rate function yield to maturity CMS CMT
2012/4/28
This paper proposes a Monte Carlo technique for pricing the forward yield to maturity, when the volatility of the zero-coupon bond is known. We make the assumption of deterministic default intensity (...
Comments on Piazzesi and Schneider's "Bond Positions, Expectations, and the Yield Curve"
monetary interactions fiscal interactions integrating finance future enhancement
2011/9/16
The article presents the author commentaries of Monika Piazzesi and Martin Schneider's "Bond Positions, Expectations, and the Yield Curve." It refers to the integration of macroeconomics and finance i...
Monetary policy and corporate bond yield spreads
Firm characteristics economic conditions policy regimes corporate bond yield spreads
2011/8/21
Firm characteristics, economic conditions and policy regimes are the key determinants that most researchers have used to explain corporate bond yield spreads. In this article, we examine whether monet...
Interest-Rate Modeling with Multiple Yield Curves
Yield Curve Bootstrap Yield Curve Interpolation Discounting Curve
2010/10/20
The crisis that affected financial markets in the last years leaded market practitioners to revise well known basic concepts like the ones of discount factors and forward rates. A single yield curve ...
GDP Trend Deviations and the Yield Spread: the Case of Five E.U. Countries
GDP Deviations Yield Spread E.U. Countries
2010/10/20
Several studies have established the predictive power of the yield curve in terms of real economic activity. In this paper we use data for a variety of E.U. countries: both EMU (Germany, France, Italy...