Forecasts of US short-term interest rates: a flexible forecast combination approach (Q302204): Difference between revisions

@@ Property / author @@
+Allan G. Timmermann
@@ Property / author: Allan G. Timmermann / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jeconom.2008.12.004
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@@ Property / OpenAlex ID @@
+W3126099948
@@ Property / OpenAlex ID: W3126099948 / rank @@
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@@ Property / cites work @@
+Persistence in forecasting performance and conditional combination strategies
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@@ Property / cites work @@
+Short rate nonlinearities and regime switches.
@@ Property / cites work: Short rate nonlinearities and regime switches. / rank @@
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@@ Property / cites work @@
+Tests of equal forecast accuracy and encompassing for nested models
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+The macroeconomy and the yield curve: a dynamic latent factor approach
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+Validating forecasts of the joint probability density of bond yields: can affine models beat random walk?
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@@ Property / cites work @@
+Q4397010
@@ Property / cites work: Q4397010 / rank @@
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@@ Property / cites work @@
+Rational-expectations econometric analysis of changes in regime. An investigation of the term structure of interest rates
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@@ Property / cites work @@
+Testing the term structure of interest rates using a stationary vector autoregression with regime switching
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@@ Property / cites work @@
+Handbook of economic forecasting. Volume 1
@@ Property / cites work: Handbook of economic forecasting. Volume 1 / rank @@
+Normal rank