Forecasting interest rates with shifting
Dick van Dijk; Siem-Jan Koopman; Michel van der Wel; Jonathan Wright
| Year of publication: |
2012
|
|---|---|
| Authors: | Dijk, Dick van ; Koopman, Siem Jan ; Wel, Michel van der ; Wright, Jonathan H. |
| Publisher: |
Rotterdam |
| Subject: | Term structure of interest rates | Forecasting | Non-stationarity | Survey forecasts | Yield curve | Nelson-Siegel factor model | Kapitaleinkommen | Capital income | Rendite | Yield | Prognoseverfahren | Forecasting model | Stochastischer Prozess | Stochastic process | Random Walk | Random walk | Zinsstruktur |
| Extent: | Online-Ressource (32 S.) graph. Darst. |
|---|---|
| Series: | Discussion paper / Tinbergen Institute. - Rotterdam [u.a.] : [Verlag nicht ermittelbar], ISSN 0929-0834, ZDB-ID 2435783-2. - Vol. 2012,076 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | hdl:10419/87380 [Handle] |
| Classification: | C32 - Time-Series Models ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; G17 - Financial Forecasting |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009723022