A dynamic Nelson-Siegel model with forward-looking macroeconomic factors for the yield curve in the US (Q2338512)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A dynamic Nelson-Siegel model with forward-looking macroeconomic factors for the yield curve in the US |
scientific article |
Statements
A dynamic Nelson-Siegel model with forward-looking macroeconomic factors for the yield curve in the US (English)
0 references
21 November 2019
0 references
factor-augmented VAR
0 references
forecasting
0 references
term structure of interest rates
0 references
0 references
0 references
0 references
