Forecasting the government yield curve in China : a cyclical reverting mean approach
Year of publication: |
2023
|
---|---|
Authors: | Li, Songzhuo ; Zhang, Fang |
Published in: |
Romanian journal of economic forecasting. - Bucharest : Inst., ISSN 2537-6071, ZDB-ID 2428295-9. - Vol. 26.2023, 1, Art.-No. 5, p. 78-90
|
Subject: | term structure of interest rates | Fourier series | cyclical movement | interest rates forecasting | Chinese yields curve | Zinsstruktur | Yield curve | China | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Zins | Interest rate | Konjunktur | Business cycle | Öffentliche Anleihe | Public bond |
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