Term structure modeling and forecasting of government bond yields : does a good in -sample fit imply reasonable out-of-sample forecasts?
Wali Ullah, Yasumasa Matsuda and Yoshihiko Tsukuda
| Year of publication: |
2013
|
|---|---|
| Authors: | Ullah, Wali ; Matsuda, Yasumasa ; Tsukuda, Yoshihiko |
| Published in: |
Economic papers : a journal of applied economics and policy. - Richmond, Victoria : Wiley Publishing Asia, ISSN 0812-0439, ZDB-ID 1184385-8. - Vol. 32.2013, 4, p. 535-560
|
| Subject: | non-linear | least square | simulation | maximum likelihood | in-sample fit | forecasting | yield curve | Zinsstruktur | Yield curve | Prognoseverfahren | Forecasting model | Öffentliche Anleihe | Public bond | Theorie | Theory | Prognose | Forecast | Kapitaleinkommen | Capital income | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010259467