Forecasting the 10-year US Treasury rate

DOI10.1002/FOR.1165zbMATH Open1204.91085OpenAlexW1968713567MaRDI QIDQ3065552FDOQ3065552

Authors: Hamid Baghestani 

Publication date: 6 January 2011

Published in: Journal of Forecasting (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/for.1165

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zbMATH Keywords

random walkFisher equationsymmetric lossaugmented-autoregressivedirectional accuracy

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Cites Work

• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
• Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?

Cited In (1)

• PREDICTING RETURNS IN US TREASURIES: DO TENTS MATTER?

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