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

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+https://doi.org/10.1016/j.jeconom.2008.12.004
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+W3126099948
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+Persistence in forecasting performance and conditional combination strategies
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+Short rate nonlinearities and regime switches.
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+Tests of equal forecast accuracy and encompassing for nested models
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+Validating forecasts of the joint probability density of bond yields: can affine models beat random walk?
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+Testing the term structure of interest rates using a stationary vector autoregression with regime switching
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+Handbook of economic forecasting. Volume 1
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