Forecasting the yield curve with macroeconomic information : evidence from European markets
Isabel Maldonado, Carlos Pinho, Francisco Rodríguez de Prado, Carla Azevedo Lobo
| Year of publication: |
2021
|
|---|---|
| Authors: | Maldonado, Isabel ; Pinho, Carlos ; Rodríguez de Prado, Francisco ; Lobo, Carla Azevedo |
| Published in: |
International journal of banking, accounting and finance : IJBAAF. - Genève [u.a.] : Inderscience Enterprises, ISSN 1755-3849, ZDB-ID 2471984-5. - Vol. 12.2021, 2, p. 177-200
|
| Subject: | yield curve | dynamic factor models | forecasting | out-of-sample forecasting evaluations | Zinsstruktur | Yield curve | Prognoseverfahren | Forecasting model | Schätzung | Estimation | EU-Staaten | EU countries | Theorie | Theory | Faktorenanalyse | Factor analysis | Frühindikator | Leading indicator | Kapitaleinkommen | Capital income | Wirtschaftsprognose | Economic forecast |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJBAAF.2021.114478 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012505149