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1
Forecasting the term structures of Treasury and corporate yields using dynamic Nelson-Siegel models
Yu, Wei-choun
;
Zivot, Eric
- In:
International journal of forecasting
27
(
2011
)
2
,
pp. 579-591
Persistent link: https://www.econbiz.de/10009247403
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2
Predicting recessions with a composite real-time dynamic probit model
Proaño Acosta, Christian
;
Theobald, Thomas
- In:
International journal of forecasting
30
(
2014
)
4
,
pp. 898-917
Persistent link: https://www.econbiz.de/10010517779
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3
Interpretation and use of sensitivity in econometrics, illustrated with forecast combinations
Magnus, Jan R.
;
Vasnev, Andrey L.
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 769-781
Persistent link: https://www.econbiz.de/10011474558
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4
The term structure of volatility predictability
Li, Xingyi
;
Zakamulin, Valeriy
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 723-737
Persistent link: https://www.econbiz.de/10012415339
Saved in:
5
Implied volatility term structure and exchange rate predictability
Ornelas, José Renato Haas
;
Mauad, Roberto Baltieri
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1800-1813
Persistent link: https://www.econbiz.de/10012305531
Saved in:
6
Mixed frequency models : Bayesian approaches to estimation and prediction
Rodriguez, Abel
;
Puggioni, Gavino
- In:
International journal of forecasting
26
(
2010
)
2
,
pp. 293-311
Persistent link: https://www.econbiz.de/10003980371
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7
Does the euro area forward rate provide accurate forecasts of the short rate?
Galvão, Ana Beatriz C.
;
Costa, Sónia
- In:
International journal of forecasting
29
(
2013
)
1
,
pp. 131-141
Persistent link: https://www.econbiz.de/10009706167
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8
A comparison of tests on nonlinear cointegration with application to the predictability of US interest rates using the term structure
Clemens, Michael P.
;
Galvão, Ana Beatriz C.
- In:
International journal of forecasting
20
(
2004
)
2
,
pp. 219-236
Persistent link: https://www.econbiz.de/10002033366
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9
Interest rate spreads as predictors of German inflation and business cycles
Ivanova, Detelina
;
Lahiri, Kajal
;
Seitz, Franz
- In:
International journal of forecasting
16
(
2000
)
1
,
pp. 39-58
Persistent link: https://www.econbiz.de/10001451765
Saved in:
10
Comments on "Forecasting the US term structure of interest rates using a macroeconomic smooth dynamic factor model"
Poncela, Pilar
- In:
International journal of forecasting
29
(
2013
)
4
,
pp. 676-694
Persistent link: https://www.econbiz.de/10010221303
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