{"_buckets": {"deposit": "b4579bab-99a2-4fe9-aebf-955a1ad8ea3b"}, "_deposit": {"id": "2008937", "owners": [1], "pid": {"revision_id": 0, "type": "depid", "value": "2008937"}, "status": "published"}, "_oai": {"id": "oai:u-ryukyu.repo.nii.ac.jp:02008937", "sets": ["1642838338003", "1642838405494"]}, "author_link": [], "item_1617186331708": {"attribute_name": "Title", "attribute_value_mlt": [{"subitem_1551255647225": "Bayesian analysis of the predictive power of the yield curve using a vector autoregressive model with multiple structural breaks", "subitem_1551255648112": "en"}]}, "item_1617186419668": {"attribute_name": "Creator", "attribute_type": "creator", "attribute_value_mlt": [{"creatorNames": [{"creatorName": "Sugita, Katsuhiro", "creatorNameLang": "en"}]}]}, "item_1617186476635": {"attribute_name": "Access Rights", "attribute_value_mlt": [{"subitem_1522299639480": "open access", "subitem_1600958577026": "http://purl.org/coar/access_right/c_abf2"}]}, "item_1617186626617": {"attribute_name": "Description", "attribute_value_mlt": [{"subitem_description": "In this paper we analyze the predictive power of the yield curve on output growth using a vector autoregressive model with multiple structural breaks in the intercept term and the volatility. To estimate the model and to detect the number of breaks, we apply a Bayesian approach with Markov chain Monte Carlo algorithm. We find strong evidence of three structural breaks using the US data.", "subitem_description_type": "Other"}, {"subitem_description": "\u8ad6\u6587", "subitem_description_type": "Other"}]}, "item_1617186643794": {"attribute_name": "Publisher", "attribute_value_mlt": [{"subitem_1522300295150": "en", "subitem_1522300316516": "Economics Bulletin"}]}, "item_1617186702042": {"attribute_name": "Language", "attribute_value_mlt": [{"subitem_1551255818386": "eng"}]}, "item_1617186783814": {"attribute_name": "Identifier", "attribute_value_mlt": [{"subitem_identifier_type": "HDL", "subitem_identifier_uri": "http://hdl.handle.net/20.500.12000/38711"}]}, "item_1617186920753": {"attribute_name": "Source Identifier", "attribute_value_mlt": [{"subitem_1522646500366": "ISSN", "subitem_1522646572813": "1545-2921"}]}, "item_1617186941041": {"attribute_name": "Source Title", "attribute_value_mlt": [{"subitem_1522650068558": "en", "subitem_1522650091861": "Economics Bulletin"}]}, "item_1617187056579": {"attribute_name": "Bibliographic Information", "attribute_value_mlt": [{"bibliographicIssueDates": {"bibliographicIssueDate": "2015-09-02", "bibliographicIssueDateType": "Issued"}, "bibliographicIssueNumber": "3", "bibliographicPageEnd": "1873", "bibliographicPageStart": "1867", "bibliographicVolumeNumber": "35"}]}, "item_1617258105262": {"attribute_name": "Resource Type", "attribute_value_mlt": [{"resourcetype": "journal article", "resourceuri": "http://purl.org/coar/resource_type/c_6501"}]}, "item_1617265215918": {"attribute_name": "Version Type", "attribute_value_mlt": [{"subitem_1522305645492": "VoR", "subitem_1600292170262": "http://purl.org/coar/version/c_970fb48d4fbd8a85"}]}, "item_1617353299429": {"attribute_name": "Relation", "attribute_value_mlt": [{"subitem_1522306287251": {"subitem_1522306382014": "URI", "subitem_1522306436033": "http://www.accessecon.com/pubs/EB"}}]}, "item_1617605131499": {"attribute_name": "File", "attribute_type": "file", "attribute_value_mlt": [{"accessrole": "open_access", "download_preview_message": "", "file_order": 0, "filename": "EB-15-V35-I3-P190.pdf", "future_date_message": "", "is_thumbnail": false, "mimetype": "", "size": 0, "url": {"objectType": "fulltext", "url": "https://u-ryukyu.repo.nii.ac.jp/record/2008937/files/EB-15-V35-I3-P190.pdf"}, "version_id": "21edb9c3-461b-49b9-b02b-079303ed8b71"}]}, "item_title": "Bayesian analysis of the predictive power of the yield curve using a vector autoregressive model with multiple structural breaks", "item_type_id": "15", "owner": "1", "path": ["1642838338003", "1642838405494"], "permalink_uri": "http://hdl.handle.net/20.500.12000/38711", "pubdate": {"attribute_name": "PubDate", "attribute_value": "2018-03-09"}, "publish_date": "2018-03-09", "publish_status": "0", "recid": "2008937", "relation": {}, "relation_version_is_last": true, "title": ["Bayesian analysis of the predictive power of the yield curve using a vector autoregressive model with multiple structural breaks"], "weko_shared_id": -1}