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The effects of conventional and unconventional monetary policy on forecasting the yield curve
Eo, Yunjong; Kang, Kyu Ho - In: Journal of economic dynamics & control 111 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012501422
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Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson-Siegel models
Guidolin, Massimo; Pedio, Manuela - In: Journal of economic dynamics & control 107 (2019), pp. 1-30
Persistent link: https://www.econbiz.de/10012312634
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Monetary policy and the term structure of inflation expectations with information frictions
McNeil, James - In: Journal of economic dynamics & control 146 (2023), pp. 1-19
Persistent link: https://www.econbiz.de/10014478538
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Disciplining expectations and the forward guidance puzzle
Müller, Tobias; Christoffel, Kai; Mazelis, Falk; … - In: Journal of economic dynamics & control 137 (2022), pp. 1-39
Persistent link: https://www.econbiz.de/10013464694
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Using a hyperbolic cross to solve non-linear macroeconomic models
Dennis, Richard J. - In: Journal of economic dynamics & control 163 (2024), pp. 1-17
Persistent link: https://www.econbiz.de/10015050811
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An adaptive multi-objective optimal forecast combination and its application for predicting intermittent demand
Waychal, Nachiketas; Laha, Arnab Kumar; Sinha, Ankur - In: Journal of the Operational Research Society 75 (2024) 9, pp. 1813-1825
Persistent link: https://www.econbiz.de/10015052872
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A dynamic Nelson-Siegel model with forward-looking macroeconomic factors for the yield curve in the US
Fernandes, Marcelo; Vieira, Fausto - In: Journal of economic dynamics & control 106 (2019), pp. 1-19
Persistent link: https://www.econbiz.de/10012132004
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Unconventional monetary policy and policy foresight
Laumer, Sebastian; Violaris, Andreas-Entony - In: Journal of economic dynamics & control 164 (2024), pp. 1-35
Persistent link: https://www.econbiz.de/10015051103
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What does financial volatility tell us about macroeconomic fluctuations?
Chauvet, Marcelle; Senyuz, Zeynep; Yoldas, Emre - In: Journal of economic dynamics & control 52 (2015), pp. 340-360
Persistent link: https://www.econbiz.de/10011474221
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Multi-agent-based VaR forecasting
Tubbenhauer, Tobias; Fieberg, Christian; Poddig, Thorsten - In: Journal of economic dynamics & control 131 (2021), pp. 1-26
Persistent link: https://www.econbiz.de/10012818249