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
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
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

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