Forecasting the U.S. Term Structure of Interest Rates Using a Macroeconomic Smooth Dynamic Factor Model
Year of publication: |
2014
|
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Authors: | Koopman, Siem Jan |
Other Persons: | Wel, Michel van der (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Zinsstruktur | Yield curve | USA | United States | Prognoseverfahren | Forecasting model | Zustandsraummodell | State space model | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
Extent: | 1 Online-Ressource (38 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: International Journal of Forecasting, 29, p676-694 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 10, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.1804930 [DOI] |
Classification: | C32 - Time-Series Models ; C51 - Model Construction and Estimation ; E43 - Determination of Interest Rates; Term Structure Interest Rates |
Source: | ECONIS - Online Catalogue of the ZBW |
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