Pages that link to "Item:Q998269"
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The following pages link to Estimating VAR models for the term structure of interest rates (Q998269):
Displaying 9 items.
- A joint econometric model of macroeconomic and term-structure dynamics (Q292033) (← links)
- Forecasts of US short-term interest rates: a flexible forecast combination approach (Q302204) (← links)
- Evolving macroeconomic perceptions and the term structure of interest rates (Q413326) (← links)
- Estimation of VAR models: computational aspects (Q1812107) (← links)
- Forecasting long-term interest rates with a general-equilibrium model of the Euro area: what role for liquidity services of bonds? (Q2254286) (← links)
- On the role of state variables in interest rates models (Q2744950) (← links)
- Forecasting Government Bond Yields with Neural Networks Considering Cointegration (Q4687584) (← links)
- Estimating the Short Rate from the Term Structures in the Vasicek Model (Q5176892) (← links)
- Instrumental-Variables Estimation in Markov Switching Models with Endogenous Explanatory Variables: An Application to the Term Structure of Interest Rates (Q5452734) (← links)
