Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations (Q4687502)
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scientific article; zbMATH DE number 6952416
Language | Label | Description | Also known as |
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English | Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations |
scientific article; zbMATH DE number 6952416 |
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Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations (English)
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12 October 2018
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term structure
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latent factors
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Bayesian inference
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analytical approximation
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accurate out-of-sample forecasts
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