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

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@@ Property / DOI @@
-.1016/j.jeconom.2005.03.005
@@ Property / DOI: 10.1016/j.jeconom.2005.03.005 / rank @@
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@@ Property / publication date @@
+April 2016Timestamp +2016-04-25T00:00:00Z
Timezone +00:00
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++2016-04-25T00:00:00Z
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++00:00
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@@ Property / publication date: 25 April 2016 / rank @@
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@@ Property / author @@
+Francis X. Diebold
@@ Property / author: Francis X. Diebold / rank @@
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@@ Property / author @@
+Canlin Li
@@ Property / author: Canlin Li / rank @@
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@@ Property / title @@
+Forecasting the term structure of government bond yields (English)
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@@ Property / zbMATH Open document ID @@
+.62324
@@ Property / zbMATH Open document ID: 1337.62324 / rank @@
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@@ Property / full work available at URL @@
+http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.12.1899
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@@ Property / Mathematics Subject Classification ID @@
+P05
@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+M20
@@ Property / Mathematics Subject Classification ID: 62M20 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+M09
@@ Property / Mathematics Subject Classification ID: 62M09 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+B84
@@ Property / Mathematics Subject Classification ID: 91B84 / rank @@
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@@ Property / zbMATH DE Number @@
+6573044
@@ Property / zbMATH DE Number: 6573044 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+term structure
@@ Property / zbMATH Keywords: term structure / rank @@
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@@ Property / zbMATH Keywords @@
+yield curve
@@ Property / zbMATH Keywords: yield curve / rank @@
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@@ Property / zbMATH Keywords @@
+factor model
@@ Property / zbMATH Keywords: factor model / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Nelson-Siegel curve
@@ Property / zbMATH Keywords: Nelson-Siegel curve / rank @@
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@@ Property / MaRDI profile type @@
+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
+Normal rank
@@ Property / cites work @@
+On the Existence of Finite‐Dimensional Realizations for Nonlinear Forward Rate Models
+Normal rank
@@ Property / cites work @@
+Q5823354
@@ Property / cites work: Q5823354 / rank @@
+Normal rank
@@ 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 @@
+Normal rank
@@ Property / cites work @@
+The solution of dynamic linear rational expectations models
+Normal rank
@@ Property / cites work @@
+Forecasting and conditional projection using realistic prior distributions
+Normal rank
@@ Property / cites work @@
+A YIELD‐FACTOR MODEL OF INTEREST RATES
@@ Property / cites work: A YIELD‐FACTOR MODEL OF INTEREST RATES / rank @@
+Normal rank
@@ Property / cites work @@
+A Note on the Nelson-Siegel Family
@@ Property / cites work: A Note on the Nelson-Siegel Family / rank @@
+Normal rank
@@ Property / cites work @@
+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
+Normal rank
@@ Property / cites work @@
+Pricing Interest-Rate-Derivative Securities
@@ Property / cites work: Pricing Interest-Rate-Derivative Securities / rank @@
+Normal rank
@@ Property / cites work @@
+An equilibrium characterization of the term structure
+Normal rank
@@ Property / cites work @@
+Bayesian and non-Bayesian methods for combining models and forecasts with applications to forecasting international growth rates
+Normal rank
@@ Property / DOI @@
+.1016/J.JECONOM.2005.03.005
@@ Property / DOI: 10.1016/J.JECONOM.2005.03.005 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:94953