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Capital income 1 Economic forecast 1 Estimation 1 Forecast 1 Forecasting model 1 Kapitaleinkommen 1 Nelson-Siegel curve 1 Prognose 1 Prognoseverfahren 1 Random Walk 1 Random walk 1 Rendite 1 Schätzung 1 State space model 1 Theorie 1 Theory 1 Wirtschaftsprognose 1 Yield 1 Yield curve 1 Zinsstruktur 1 Zustandsraummodell 1 dynamic factors 1 long-term forecasting 1 out-of-sample forecasting 1 random walk benchmark 1 term structure 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Reschenhofer, Erhard 1 Stark, Thomas 1
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Romanian journal of economic forecasting 1
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ECONIS (ZBW) 1
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Forecasting the yield curve with dynamic factors
Reschenhofer, Erhard; Stark, Thomas - In: Romanian journal of economic forecasting 22 (2019) 1, pp. 101-113
Persistent link: https://www.econbiz.de/10012022015
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