Forecasting the yield curve for the euro region

DOI10.1016/j.econlet.2012.05.056zbMath1254.91685OpenAlexW2056342260MaRDI QIDQ1925964

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

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

term structure of interest ratesforecastingSiegeldynamic NelsonEuropean yield curvefunctional signal plus noise

Mathematics Subject Classification ID

Economic time series analysis (91B84)

Related Items (1)

Forecasting the yield curve using a dynamic natural cubic spline model

Cites Work

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

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