Modeling the density of US yield curve using Bayesian semiparametric dynamic Nelson-Siegel model
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 |
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