explores various specifications of decompositions and various forecasting experiments. The result from these horse-races is … for richer forecasting specifications, the paper shows, using Bayesian model averaging techniques (BMA), that the …

forecasting the term structure of interest rates. As expected, I find that using more flexible models leads to a better in …

forecasting the term structure of interest rates. As expected, I find that using more flexible models leads to a better in …

explores various specifications of decompositions and various forecasting experiments. The result from these horse-races is … for richer forecasting specifications, the paper shows, using Bayesian model averaging techniques (BMA), that the …