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

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+Interest Rate Dynamics and Consistent Forward Rate Curves
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+On the Existence of Finite‐Dimensional Realizations for Nonlinear Forward Rate Models
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+Q5823354
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+A Theory of the Term Structure of Interest Rates
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+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
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+A Note on the Nelson-Siegel Family
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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
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+An equilibrium characterization of the term structure
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+Bayesian and non-Bayesian methods for combining models and forecasts with applications to forecasting international growth rates
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