Machine learning and the yield curve : tree-based macroeconomic regime switching
Siyu Bie, Jingyu He, Francis X. Diebold, Junye Li
| Year of publication: |
October 8, 2024 ; This Draft: October 8, 2024
|
|---|---|
| Authors: | Bie, Siyu ; He, Jingyu ; Diebold, Francis X. ; Li, Junye |
| Publisher: |
Philadelphia, PA : Penn Institute for Economic Research, Department of Economics, University of Pennsylvania |
| Subject: | Decision Tree | Macro-Finance | Term Structure | Regime Switching | Dynamic Nelson-Siegel Model | Bayesian Estimation | Zinsstruktur | Yield curve | Schätzung | Estimation | Theorie | Theory | Markov-Kette | Markov chain | Bayes-Statistik | Bayesian inference | Künstliche Intelligenz | Artificial intelligence | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income |
freely available
| Extent: | 1 Online-Ressource (circa 42 Seiten) Illustrationen |
|---|---|
| Series: | Working papers / Penn Institute for Economic Research. - Philadelphia, Penn., ZDB-ID 2405838-5. - Vol. 24, 028 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015078734