The effects of conventional and unconventional monetary policy on forecasting the yield curve (Q2291799)
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scientific article; zbMATH DE number 7161301
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| English | The effects of conventional and unconventional monetary policy on forecasting the yield curve |
scientific article; zbMATH DE number 7161301 |
Statements
The effects of conventional and unconventional monetary policy on forecasting the yield curve (English)
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31 January 2020
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operation twist
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dynamic Nelson-Siegel model
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arbitrage-free term structure model
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random walk model
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Markov-switching mixture
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0.8012199401855469
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0.7348653674125671
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0.723091721534729
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0.7216347455978394
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