When does the yield curve contain predictive power? : evidence from a data-rich environment
Year of publication: |
October-December 2017
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Authors: | Hännikäinen, Jari |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 33.2017, 4, p. 1044-1064
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Subject: | Yield curve | Factor model | Data-rich environment | Macroeconomic forecasting | Macroeconomic regimes | Conditional predictive ability | Prognoseverfahren | Forecasting model | Zinsstruktur | Faktorenanalyse | Factor analysis | Wirtschaftsprognose | Economic forecast |
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