@article{oai:u-ryukyu.repo.nii.ac.jp:02008937,
 author = {Sugita, Katsuhiro},
 issue = {3},
 journal = {Economics Bulletin},
 month = {Sep},
 note = {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., 論文},
 pages = {1867--1873},
 title = {Bayesian analysis of the predictive power of the yield curve using a vector autoregressive model with multiple structural breaks},
 volume = {35},
 year = {2015}
}