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~isPartOf:"Journal of economic dynamics & control"
~subject:"Forecasting model"
~subject:"Interest rate"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Zinsdifferenz"
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Forecasting model
Interest rate
Yield curve
67
Zinsstruktur
67
Theorie
38
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38
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18
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18
USA
16
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16
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Almeida, Caio
1
Benati, Luca
1
Bianchi, Robert
1
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1
Chen, Yong
1
De Grauwe, Paul
1
Eo, Yunjong
1
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1
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1
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1
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1
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1
Liu, Dingming
1
Long, Huaigang
1
Macchiarelli, Corrado
1
McNeil, James
1
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1
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1
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1
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1
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Wei, Min
1
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1
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Journal of economic dynamics & control
Applied economics
33
Journal of banking & finance
28
Applied economics letters
25
Journal of international money and finance
24
Economic modelling
23
Journal of forecasting
23
International journal of forecasting
21
International review of economics & finance : IREF
21
Journal of empirical finance
21
Economics letters
20
International journal of theoretical and applied finance
20
Applied financial economics
19
Finance research letters
19
Journal of money, credit and banking : JMCB
19
The North American journal of economics and finance : a journal of financial economics studies
19
The journal of fixed income
19
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
Journal of financial economics
16
Insurance / Mathematics & economics
14
Journal of econometrics
14
Management science : journal of the Institute for Operations Research and the Management Sciences
13
International review of financial analysis
12
Cogent economics & finance
11
International journal of finance & economics : IJFE
11
Journal of monetary economics
11
The journal of futures markets
11
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
10
Journal of international financial markets, institutions & money
10
Journal of mathematical finance
10
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9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
The review of financial studies
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International Journal of Financial Studies : open access journal
8
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ECONIS (ZBW)
15
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1
Bonds, currencies and expectational errors
Granziera, Eleonora
;
Sihvonen, Markus
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014532367
Saved in:
2
Estimating the effects of demographics on interest rates : a robust Bayesian perspective
Ho, Paul
- In:
Journal of economic dynamics & control
158
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014532129
Saved in:
3
Monetary policy and the term structure of inflation expectations with information frictions
McNeil, James
- In:
Journal of economic dynamics & control
146
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014478538
Saved in:
4
Interest rate changes and the cross-section of global equity returns
Zaremba, Adam
;
Cakici, Nusret
;
Bianchi, Robert
;
Long, …
- In:
Journal of economic dynamics & control
147
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014249731
Saved in:
5
The effects of conventional and unconventional monetary policy on forecasting the yield curve
Eo, Yunjong
;
Kang, Kyu Ho
- In:
Journal of economic dynamics & control
111
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012501422
Saved in:
6
A dynamic Nelson-Siegel model with forward-looking macroeconomic factors for the yield curve in the US
Fernandes, Marcelo
;
Vieira, Fausto
- In:
Journal of economic dynamics & control
106
(
2019
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012132004
Saved in:
7
Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson-Siegel models
Guidolin, Massimo
;
Pedio, Manuela
- In:
Journal of economic dynamics & control
107
(
2019
),
pp. 1-30
Persistent link: https://www.econbiz.de/10012312634
Saved in:
8
How does government spending news affect interest rates? : evidence from the United States
Chen, Yong
;
Liu, Dingming
- In:
Journal of economic dynamics & control
108
(
2019
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012312666
Saved in:
9
Reexamining time-varying bond risk premia in the post-financial crisis era
Zhang, Han
;
Fan, Xiaoyun
;
Guo, Bin
;
Zhang, Wei
- In:
Journal of economic dynamics & control
109
(
2019
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012314108
Saved in:
10
A hybrid spline-based parametric model for the yield curve
Faria, Adriano
;
Almeida, Caio
- In:
Journal of economic dynamics & control
86
(
2018
),
pp. 72-94
Persistent link: https://www.econbiz.de/10011973855
Saved in:
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