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통화정책에 따른 장단기 금리스프레드의 경기 예측력에 관한 연구
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- Authors
- Advisor
- 유근관
- Issue Date
- 2008
- Publisher
- 서울대학교 대학원
- Keywords
- 금리스프레드 ; term spread ; 마르코프 국면전환 모형 ; Markov regime-switching model ; 베이지안 MCMC ; Bayesian approach ; 깁스추출법 ; MCMC ; 테일러준칙 ; Gibbs sampling ; 역인과관계 ; Taylor rule ; 연립방정식 모형 ; reverse causality ; simultaneous equation model
- Description
- 학위논문(석사) --서울대학교 대학원 :경제학부,2008. 8.
- Language
- Korean
- URI
- http://dcollection.snu.ac.kr:80/jsp/common/DcLoOrgPer.jsp?sItemId=000000041943
https://hdl.handle.net/10371/27345
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