Butter, Frank A.G. den; Jansen, Pieter W. - Tinbergen Instituut - 2008
This paper has led to a publication in <I>Applied Financial Economics</I>, 2013, 23(9), 749-765.<P> This paper assesses the performance of a number of long-term interest rate forecast approaches, namely time series models, structural economic models, expert forecasts and combinations thereof. The...</p></i>