Forecasting interest rates with shifting endpoints : the role of the functional demographic age distribution
Jiazi Chen, Zhiwu Hong, Linlin Niu
| Year of publication: |
2025
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|---|---|
| Authors: | Chen, Jiazi ; Hong, Zhiwu ; Niu, Linlin |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier Science, ISSN 0169-2070, ZDB-ID 1495951-3. - Vol. 41.2025, 1, p. 153-174
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| Subject: | Demographic distribution | Functional data analysis | Interest rate forecasting | Life cycle | Nelson-Siegel model | Semiparametric modelling | Prognoseverfahren | Forecasting model | Zins | Interest rate | Schätztheorie | Estimation theory | Zinsstruktur | Yield curve | Lebenszyklus | Nichtparametrisches Verfahren | Nonparametric statistics | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2024.04.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015440287