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Forecasting the yield curve in a data-rich environment : a no-arbitrage factor-augmented VAR approach
Mönch, Emanuel - In: Journal of econometrics 146 (2008) 1, pp. 26-43
Persistent link: https://www.econbiz.de/10003778196
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Forecasting the yield curve in a data-rich environment: A no-arbitrage factor-augmented VAR approach
Moench, Emanuel - In: Journal of econometrics 146 (2008) 1, pp. 26-43
Persistent link: https://www.econbiz.de/10008109086
Cover Image
Forecasting the yield curve in a data-rich environment: A no-arbitrage factor-augmented VAR approach
Moench, Emanuel - In: Journal of econometrics 146 (2008) 1, pp. 26-44
Persistent link: https://www.econbiz.de/10008881138
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ArCo : an artificial counterfactual approach for high-dimensional panel time-series data
Carvalho, Carlos Viana de; Masini, Ricardo; Medeiros, … - In: Journal of econometrics 207 (2018) 2, pp. 352-380
Persistent link: https://www.econbiz.de/10012116360