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  • Search: subject:"Time-varying decay parameter"
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ARCH model 1 ARCH-Modell 1 Capital income 1 Dynamic Nelson-Siegel-Svensson model 1 Estimation theory 1 Extended Kalman filter 1 Forecasting model 1 Kapitaleinkommen 1 Prognoseverfahren 1 Schätztheorie 1 State space model 1 Term Structure 1 Time series analysis 1 Time-varying decay parameter 1 Yield curve 1 Zeitreihenanalyse 1 Zinsstruktur 1 Zustandsraummodell 1
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
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English 1
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Caldeira, João F. 1 Cordeiro, Werley C. 1 Ruiz, Esther 1 Santos, André A. P. 1
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CEA_372Bayes working paper series 1
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Forecasting the yield curve: the role of additional and timevarying decay parameters, conditional heteroscedasticity, and macro-economic factors
Caldeira, João F.; Cordeiro, Werley C.; Ruiz, Esther; … - 2023
Persistent link: https://www.econbiz.de/10014371839
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