Showing 1 - 10 of 11
Persistent link: https://www.econbiz.de/10011923026
Persistent link: https://www.econbiz.de/10011622169
Survey and to compare it with the mechanical forecasts based on state-of-the-art nowcasting techniques. Results indicate that …
Persistent link: https://www.econbiz.de/10011075127
This paper investigates whether information from foreign yield curves helps forecast domestic yield curves out-of-sample. A nested methodology to forecast yield curves in domestic and international settings is applied on three major countries (the US, Germany and the UK). This novel methodology...
Persistent link: https://www.econbiz.de/10011605090
Persistent link: https://www.econbiz.de/10011507018
Persistent link: https://www.econbiz.de/10011746907
Persistent link: https://www.econbiz.de/10014547195
The term now-casting is a contraction for now and forecasting and has been used for a long time in meteorology and … recently also in economics. In this chapter we survey recent developments in economic now-casting with special focus on those …
Persistent link: https://www.econbiz.de/10014025545
This paper investigates whether information from foreign yield curves helps forecast domestic yield curves out-of-sample. A nested methodology to forecast yield curves in domestic and international settings is applied on three major countries (the US, Germany and the UK). This novel methodology...
Persistent link: https://www.econbiz.de/10005002761
The term now-casting is a contraction for now and forecasting and has been used for a long-time in meteorology and … recently also in economics In this paper we survey recent developments on economic now-casting with special focus on those …
Persistent link: https://www.econbiz.de/10011084671