Modeling the density of US yield curve using Bayesian semiparametric dynamic Nelson-Siegel model
Cem Çakmaklı
| Year of publication: |
2020
|
|---|---|
| Authors: | Çakmaklı, Cem |
| Subject: | Bayesian inference | Dirichlet process mixture | dynamic factor model | Nelson-Siegel model | yield curve | Zinsstruktur | Yield curve | Bayes-Statistik | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Nichtparametrisches Verfahren | Nonparametric statistics | USA | United States | Dynamische Wirtschaftstheorie | Economic dynamics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2019.1690191 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012181542