Forecasting the term structure of government bond yields (Q94953): Difference between revisions

@@ Property / DOI @@
-.1016/j.jeconom.2005.03.005
@@ Property / DOI: 10.1016/j.jeconom.2005.03.005 / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / OpenAlex ID @@
+W3124477952
@@ Property / OpenAlex ID: W3124477952 / rank @@
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@@ Property / cites work @@
+Interest Rate Dynamics and Consistent Forward Rate Curves
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@@ Property / cites work @@
+On the Existence of Finite‐Dimensional Realizations for Nonlinear Forward Rate Models
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@@ Property / cites work @@
+Q5823354
@@ Property / cites work: Q5823354 / rank @@
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@@ Property / cites work @@
+A Theory of the Term Structure of Interest Rates
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
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@@ Property / cites work @@
+The solution of dynamic linear rational expectations models
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+Forecasting and conditional projection using realistic prior distributions
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+A YIELD‐FACTOR MODEL OF INTEREST RATES
@@ Property / cites work: A YIELD‐FACTOR MODEL OF INTEREST RATES / rank @@
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+A Note on the Nelson-Siegel Family
@@ Property / cites work: A Note on the Nelson-Siegel Family / rank @@
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+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
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+Pricing Interest-Rate-Derivative Securities
@@ Property / cites work: Pricing Interest-Rate-Derivative Securities / rank @@
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@@ Property / cites work @@
+An equilibrium characterization of the term structure
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@@ Property / cites work @@
+Bayesian and non-Bayesian methods for combining models and forecasts with applications to forecasting international growth rates
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@@ Property / DOI @@
+.1016/J.JECONOM.2005.03.005
@@ Property / DOI: 10.1016/J.JECONOM.2005.03.005 / rank @@
+Normal rank