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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~subject:"Forecasting model"
~type_genre:"Arbeitspapier"
~type_genre:"Übersichtsarbeit"
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Search: subject_exact:"Erwartungshypothese der Zinsstruktur"
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Forecasting model
Yield curve
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Clarida, Richard H.
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Term structure of risk in expected returns
Zviadadze, Irina
-
2018
Persistent link: https://www.econbiz.de/10012113064
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2
No arbitrage priors, drifting volatilites, and the term structure of interest rates
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2014
Persistent link: https://www.econbiz.de/10010363319
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3
Anchoring the yield curve using survey expectations
Altavilla, Carlo
;
Giacomini, Raffaella
;
Ragusa, Giuseppe
-
2013
Persistent link: https://www.econbiz.de/10010230091
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4
Forecasting government bond yields with large Bayesian VARs
Carriero, Andrea
;
Kapetanios, George
;
Marcellino, …
-
2010
Persistent link: https://www.econbiz.de/10003976662
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5
Term-structure estimation with survey data on interest rate forecasts
Kim, Don H.
;
Orphanides, Athanasios
-
2005
Persistent link: https://www.econbiz.de/10003226092
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6
The role of asymmetries and regime shifts on the term structure of interest rates
Clarida, Richard H.
;
Sarno, Lucio
;
Taylor, Mark P.
; …
-
2005
Persistent link: https://www.econbiz.de/10013424566
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7
The predictive power of the yield spread : further evidence and a structural interpretation
Favero, Carlo A.
-
2005
Persistent link: https://www.econbiz.de/10013424580
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8
Federal funds rate prediction
Sarno, Lucio
-
2004
Persistent link: https://www.econbiz.de/10013424490
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9
The out-of-sample success of term structure models as exchange rate predictors : a step beyond
Clarida, Richard H.
;
Sarno, Lucio
;
Taylor, Mark P.
; …
-
2002
Persistent link: https://www.econbiz.de/10013423845
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10
Why does the yield curve predict economic activity? Dissecting the evidence for Germany and the United States
Smets, Frank
-
1997
Persistent link: https://www.econbiz.de/10013422405
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