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Forecasting the yield curve of government bonds : a dynamic factor approach
Ben Omrane, Walid; He, Chao; He, Zhongzhi Lawrence; … - In: Managerial finance 43 (2017) 7, pp. 774-793
Persistent link: https://www.econbiz.de/10011770880
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Does real-time macroeconomic information help to predict interest rates?
Caruso, Alberto; Coroneo, Laura - In: Journal of money, credit and banking : JMCB 55 (2023) 8, pp. 2027-2059
Persistent link: https://www.econbiz.de/10014436133
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A dynamic factor model of the yield curve components as a predictor of the economy
Chauvet, Marcelle; Senyuz, Zeynep - In: International journal of forecasting 32 (2016) 2, pp. 324-343
Persistent link: https://www.econbiz.de/10011596830
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Unspanned macroeconomic factors in the yield curve
Coroneo, Laura; Giannone, Domenico; Modugno, Michele - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 3, pp. 472-485
Persistent link: https://www.econbiz.de/10011691663
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Monitoring the world business cycle
Camacho, Maximo; Martínez-Martín, Jaime - In: Economic modelling 51 (2015), pp. 617-625
Persistent link: https://www.econbiz.de/10011476196
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Forecasting the yield curve with macroeconomic information : evidence from European markets
Maldonado, Isabel; Pinho, Carlos; Rodríguez de Prado, … - In: International journal of banking, accounting and … 12 (2021) 2, pp. 177-200
Persistent link: https://www.econbiz.de/10012505149
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Augmented factor models with applications to validating market risk factors and forecasting bond risk premia
Fan, Jianqing; Ke, Yuan; Liao, Yuan - In: Journal of econometrics 222 (2021) 1,2, pp. 269-294
Persistent link: https://www.econbiz.de/10012619418
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The informational content of the term spread in forecasting the US inflation rate : a nonlinear approach
Plakandaras, Vasilios; Gkonkas, Periklēs; … - In: Journal of forecasting 36 (2017) 2, pp. 109-121
Persistent link: https://www.econbiz.de/10011729092
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Mind the (convergence) gap : bond predictability strikes back!
Berardi, Andrea; Markovich, Michael; Plazzi, Alberto; … - In: Management science : journal of the Institute for … 67 (2021) 12, pp. 7888-7911
Persistent link: https://www.econbiz.de/10012815790
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Bottom-up or direct? : forecasting German GDP in a data-rich environment
Heinisch, Katja; Scheufele, Rolf - In: Empirical economics : a journal of the Institute for … 54 (2018) 2, pp. 705-745
Persistent link: https://www.econbiz.de/10011949298