Interest Rates Modeling and Forecasting: Do Macroeconomic Factors Matter?
Year of publication: |
2017
|
---|---|
Authors: | Kucera, Adam |
Publisher: |
Prague : Charles University in Prague, Institute of Economic Studies (IES) |
Subject: | interest rate | yield curve | macro-finance model | affine model | Nelson-Siegel |
Series: | IES Working Paper ; 08/2017 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 89018853X [GVK] hdl:10419/174201 [Handle] RePEc:fau:wpaper:wp2017_08 [RePEc] |
Classification: | c38 ; C51 - Model Construction and Estimation ; c58 ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; E47 - Forecasting and Simulation |
Source: |
-
Interest rates modeling and forecasting : do macroeconomic factors matter?
Kuczera, Adam, (2017)
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Yield curve dynamics and fiscal policy shocks
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Yield Curve Dynamics and Fiscal Policy Shocks
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