A dynamic Nelson-Siegel model with forward-looking macroeconomic factors for the yield curve in the US (Q2338512)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A dynamic Nelson-Siegel model with forward-looking macroeconomic factors for the yield curve in the US |
scientific article |
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A dynamic Nelson-Siegel model with forward-looking macroeconomic factors for the yield curve in the US (English)
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21 November 2019
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factor-augmented VAR
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forecasting
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term structure of interest rates
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