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

Full text |

More access options

economics.sas.upenn.edu

Check Google Scholar

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10015078734

A service of the