Forecasting the yield curve for the euro region

DOI10.1016/J.ECONLET.2012.05.056zbMATH Open1254.91685OpenAlexW2056342260MaRDI QIDQ1925964FDOQ1925964

Gracinda M. S. Gomes, D. O. Cajueiro, Benjamin Miranda Tabak, A. B. Sollaci

Publication date: 27 December 2012

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2012.05.056

zbMATH Keywords

forecastingterm structure of interest ratesSiegeldynamic NelsonEuropean yield curvefunctional signal plus noise

Mathematics Subject Classification ID

Economic time series analysis (91B84)

Cites Work

• Forecasting the term structure of government bond yields
• The Dynamics of Economic Functions: Modeling and Forecasting the Yield Curve

Cited In (1)

• Forecasting the yield curve using a dynamic natural cubic spline model

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