Cointegrated VARMA models and forecasting US interest rates
Christian Kascha and Carsten Trenkler
| Year of publication: |
2011
|
|---|---|
| Authors: | Kascha, Christian ; Trenkler, Carsten |
| Publisher: |
Zurich : Univ., Dep. of Economics |
| Subject: | Kointegration | Cointegration | ARMA-Modell | ARMA model | Prognoseverfahren | Forecasting model | Theorie | Theory |
freely available
| Extent: | 32 S. graph. Darst. |
|---|---|
| Series: | Working paper series / University of Zurich, Department of Economics : working paper Nr. .... - Zurich, ISSN 1664-7041, ZDB-ID 2620346-7. - Vol. 33 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Other identifiers: | 10.5167/uzh-51537 [DOI] |
| Classification: | C32 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; E47 - Forecasting and Simulation |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009491985