Forecasting the yield curve in a data-rich environment : a no-arbitrage factor-augmented VAR approach
Emanuel Moench
| Year of publication: |
2008
|
|---|---|
| Authors: | Mönch, Emanuel |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 146.2008, 1, p. 26-43
|
| Subject: | Zinsstruktur | Yield curve | VAR-Modell | VAR model | Wirkungsanalyse | Impact assessment | Theorie | Theory | Prognoseverfahren | Forecasting model | USA | United States |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003778196