The predictive density simulation of the yield curve with a zero lower bound
Kyu Ho Kang (Department of Economics, Korea University, Seoul, South Korea)
| Year of publication: |
September 2015
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| Authors: | Kang, Kyu Ho |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 33.2015, p. 51-66
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| Subject: | Out-of-sample prediction | Predictive accuracy | Bayesian MCMC estimation | Zinsstruktur | Yield curve | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference | Theorie | Theory | Monte-Carlo-Simulation | Monte Carlo simulation | Simulation | Schätzung | Estimation | Niedrigzinspolitik | Low-interest-rate policy | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2015.06.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011556848