Showing 1 - 2 of 2
unified approach to dynamic yield curve modeling and forecasting. They emphasize both descriptive and efficient … Econometric and Tinbergen Institutes Lectures, Yield Curve Modeling and Forecasting contains essential tools with enhanced utility …
Persistent link: https://www.econbiz.de/10011241753
We propose and implement a framework for characterizing and monitoring the global business cycle. Our framework utilizes high-frequency data, allows us to account for a potentially large amount of missing observations, and is designed to facilitate the updating of global activity estimates as...
Persistent link: https://www.econbiz.de/10008839326