DYNAMIC TAYLOR RULES AND THE PREDICTABILITY OF INTEREST RATES (Q5717119)
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scientific article; zbMATH DE number 2246100
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| English | DYNAMIC TAYLOR RULES AND THE PREDICTABILITY OF INTEREST RATES |
scientific article; zbMATH DE number 2246100 |
Statements
DYNAMIC TAYLOR RULES AND THE PREDICTABILITY OF INTEREST RATES (English)
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12 January 2006
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Interest Rate Smoothing
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Yield Curve
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Survey Data
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VAR
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In-Sample Overfitting
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0.7764286398887634
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0.7413051724433899
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0.7355324029922485
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0.7205370664596558
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0.7118770480155945
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