A dynamic factor model of the yield curve components as a predictor of the economy
Marcelle Chauvet, Zeynep Senyuz
| Year of publication: |
April-June 2016
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| Authors: | Chauvet, Marcelle ; Senyuz, Zeynep |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 32.2016, 2, p. 324-343
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| Subject: | Forecasting | Business cycles | Nonlinear | Term spread | Dynamic factor models | Markov switching | Zinsstruktur | Yield curve | Prognoseverfahren | Forecasting model | Frühindikator | Leading indicator | Markov-Kette | Markov chain | Konjunktur | Business cycle | Faktorenanalyse | Factor analysis | Schätzung | Estimation | Wirtschaftsindikator | Economic indicator | Dynamische Wirtschaftstheorie | Economic dynamics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2015.05.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011596830