Modeling and forecasting short-term interest rates : the benefits of smooth regimes, macroeconomic variables, and bagging
Year of publication: |
2011
|
---|---|
Authors: | Audrino, Francesco ; Medeiros, Marcelo C. |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 26.2011, 6, p. 999-1022
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Subject: | Zins | Interest rate | Prognoseverfahren | Forecasting model | USA | United States | 1960-2006 |
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