Forecasting the government yield curve in China : a cyclical reverting mean approach
Songzhuo Li, Fang Zhang
| Year of publication: |
2023
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|---|---|
| Authors: | Li, Songzhuo ; Zhang, Fang |
| Published in: |
Romanian journal of economic forecasting. - Bucharest : Inst., ISSN 2537-6071, ZDB-ID 2428295-9. - Vol. 26.2023, 1, Art.-No. 5, p. 78-90
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| Subject: | term structure of interest rates | Fourier series | cyclical movement | interest rates forecasting | Chinese yields curve | China | Zinsstruktur | Yield curve | Prognoseverfahren | Forecasting model | Zins | Interest rate | Zeitreihenanalyse | Time series analysis | Konjunktur | Business cycle | Öffentliche Anleihe | Public bond | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014279611