Forecasting the yield curve in a data-rich environment: a no-arbitrage factor-augmented VAR approach (Q295690): Difference between revisions

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+https://doi.org/10.1016/j.jeconom.2008.06.002
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+What does the yield curve tell us about GDP growth?
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+Determining the Number of Factors in Approximate Factor Models
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+Q4802629
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+Forecasting the term structure of government bond yields
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+The macroeconomy and the yield curve: a dynamic latent factor approach
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+A joint econometric model of macroeconomic and term-structure dynamics
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+The Stationary Bootstrap
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+Forecasting Using Principal Components From a Large Number of Predictors
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+A Reality Check for Data Snooping
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+Publication:295690