Forecasting the Term Structure when Short‐Term Rates are Near Zero (Q4687513)
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scientific article; zbMATH DE number 6952425
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Forecasting the Term Structure when Short‐Term Rates are Near Zero |
scientific article; zbMATH DE number 6952425 |
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Forecasting the Term Structure when Short‐Term Rates are Near Zero (English)
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12 October 2018
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yield curve
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bond market
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zero lower bound
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out-of-sample forecasts
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dynamic Nelson-Siegel model
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autoregressive model
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slope regression
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random walk model
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