Forecasting U.S. Yield Curve Using the Dynamic...

Economic Modelling 2020 / 10

Forecasting U.S. Yield Curve Using the Dynamic Nelson–Siegel Model with Random Level Shift Parameters

Luo, Deqing, Pang, Tao, Xu, Jiawen
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Journal:
Economic Modelling
DOI:
10.1016/j.econmod.2020.10.015
Date:
October, 2020
File:
PDF, 520 KB
2020
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