Forecasting Interest Rates with Shifting Endpoints
Year of publication: |
2012
|
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Authors: | van Dijk, Dick ; Koopman, Siem Jan ; van der Wel, Michel ; Wright, Jonathan H. |
Publisher: |
Amsterdam and Rotterdam : Tinbergen Institute |
Subject: | Kapitaleinkommen | Rendite | Prognoseverfahren | Stochastischer Prozess | Random Walk | Zinsstruktur | term structure of interest rates | forecasting | non-stationarity | survey forecasts | yield curve |
Series: | Tinbergen Institute Discussion Paper ; 12-076/4 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 739996096 [GVK] hdl:10419/87380 [Handle] RePEc:dgr:uvatin:20120076 [RePEc] |
Classification: | C32 - Time-Series Models ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; G17 - Financial Forecasting |
Source: |
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