Forecasting the yield curve with dynamic factors
Erhard Reschenhofer, Thomas Stark
| Year of publication: |
2019
|
|---|---|
| Authors: | Reschenhofer, Erhard ; Stark, Thomas |
| Subject: | Nelson-Siegel curve | term structure | dynamic factors | out-of-sample forecasting | random walk benchmark | long-term forecasting | Zinsstruktur | Yield curve | Prognoseverfahren | Forecasting model | Prognose | Forecast | Random Walk | Random walk | Kapitaleinkommen | Capital income | Theorie | Theory | Wirtschaftsprognose | Economic forecast | Schätzung | Estimation | Rendite | Yield | Zustandsraummodell | State space model |
freely available
| 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/10012022015