Forecasting the term structure of Philippine interest rates using the dynamic Nelson-Siegel model
Elvira P. De Lara-tuprio, Ramil T. Bataller, Allen Dominique D. Torres, Emmanuel A. Cabral and Proceso L. Fernandez Jr.
| Year of publication: |
2017
|
|---|---|
| Authors: | Lara-Tuprio, Elvira P. de ; Bataller, Ramil T. ; Torres, Allen Dominique D. ; Cabral, Emmanuel A. ; Fernandez, Proceso L. Jr. |
| Published in: |
DLSU business & economics review. - Manila : Univ., ISSN 0116-7111, ZDB-ID 2500625-3. - Vol. 27.2017/2018, 1, p. 190-200
|
| Subject: | Yield curve | Nelson-Siegel | forecasting | copula | time series | Zinsstruktur | Prognoseverfahren | Forecasting model | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Kapitaleinkommen | Capital income | Philippinen | Philippines | Prognose | Forecast | Multivariate Verteilung | Multivariate distribution | Staatspapier | Government securities |
| 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/10011948540