Fauvel, Yvon; Paquet, Alain; Zimmermann, Christian - Centre de Recherche sur l'Emploi et les Fluctuations … - 1999
This survey covers the major methods used to forecast interest rates. The theoretical underpinings are presented and discussed in the perspective of forecast accuracy using results published in the literature. A basic review of interest rate modeling is also provided. <P> Ce survol couvre les...</p>