Forecasting the yield curve with macroeconomic information : evidence from European markets
Year of publication: |
2021
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Authors: | Maldonado, Isabel ; Pinho, Carlos ; Rodríguez de Prado, Francisco ; Lobo, Carla Azevedo |
Published in: |
International journal of banking, accounting and finance : IJBAAF. - Genève [u.a.] : Inderscience Enterprises, ISSN 1755-3849, ZDB-ID 2471984-5. - Vol. 12.2021, 2, p. 177-200
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Subject: | yield curve | dynamic factor models | forecasting | out-of-sample forecasting evaluations | Prognoseverfahren | Forecasting model | Zinsstruktur | Yield curve | Schätzung | Estimation | EU-Staaten | EU countries | Faktorenanalyse | Factor analysis | Kapitaleinkommen | Capital income | Frühindikator | Leading indicator | Großbritannien | United Kingdom |
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