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Journal of forecasting
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1
Term structure forecasting : no-arbitrage restrictions versus large information set
Favero, Carlo A.
;
Niu, Linlin
;
Sala, Luca
- In:
Journal of forecasting
31
(
2012
)
2
,
pp. 124-156
Persistent link: https://www.econbiz.de/10009503690
Saved in:
2
Forecasting government bond yields with neural networks considering cointegration
Wegener, Christoph
;
Spreckelsen, Christian von
;
Basse, …
- In:
Journal of forecasting
35
(
2016
)
1
,
pp. 86-92
Persistent link: https://www.econbiz.de/10011417732
Saved in:
3
Term structure forecasting of government bond yields with latent and macroeconomic factors : do macroeconomic factors imply better out-of-sample forecasts?
Ullah, Wali
;
Tsukuda, Yoshihiko
;
Matsuda, Yasumasa
- In:
Journal of forecasting
32
(
2013
)
8
,
pp. 702-723
Persistent link: https://www.econbiz.de/10010344463
Saved in:
4
Asymmetry in the link between the Yield spread and industrial production : threshold effects and forecasting
Payá, Ivan
;
Venetis, Ioannis A.
;
Peel, David
- In:
Journal of forecasting
23
(
2004
)
5
,
pp. 373-384
Persistent link: https://www.econbiz.de/10002194877
Saved in:
5
Forecasting recessions using the yield curve
Chauvet, Marcelle
;
Potter, Simon M.
- In:
Journal of forecasting
24
(
2005
)
2
,
pp. 77-103
Persistent link: https://www.econbiz.de/10002674294
Saved in:
6
Affine term structure model with macroeconomic factors : do no-arbitrage restriction and macroeconomic factors imply better out-of-sample forecasts?
Ullah, Wali
- In:
Journal of forecasting
35
(
2016
)
4
,
pp. 329-346
Persistent link: https://www.econbiz.de/10011580766
Saved in:
7
Yield curve forecasting with the Burg model
Rostan, Pierre
;
Belhachemi, Rachid
;
Racicot, François-Éric
- In:
Journal of forecasting
36
(
2017
)
1
,
pp. 91-99
Persistent link: https://www.econbiz.de/10011729073
Saved in:
8
Downturns and changes in the yield slope
Abbritti, Mirko
;
Equiza, Juan
;
Moreno, Antonio
;
Trani, …
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 673-701
Persistent link: https://www.econbiz.de/10014532378
Saved in:
9
Yield spread selection in predicting recession probabilities
Choi, Jaehyuk
;
Ge, Desheng
;
Kang, Kyu Ho
;
Sohn, Sungbin
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1772-1785
Persistent link: https://www.econbiz.de/10014432757
Saved in:
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