Showing 1 - 10 of 9,173
Persistent link: https://www.econbiz.de/10011736819
Persistent link: https://www.econbiz.de/10012313083
Persistent link: https://www.econbiz.de/10009619591
Persistent link: https://www.econbiz.de/10014247547
Persistent link: https://www.econbiz.de/10003938360
Persistent link: https://www.econbiz.de/10010514762
Persistent link: https://www.econbiz.de/10010380095
the exhaustive literature of forecast combinations and apply our newly developed combination method to test for the …
Persistent link: https://www.econbiz.de/10013124997
general. In this paper, we used the Diebold-Li interpretation to the Nelson Siegel model in order to fit and forecast the … and efficiently estimated using the Kalman filter. The results obtained for the fit and for the forecast showed that the … Kalman filter is the most suitable method for the estimation of the model, generating better forecast for all maturities when …
Persistent link: https://www.econbiz.de/10013090757
2004 to 2012, we find strong evidence that the forecasts for developing countries are biased at all forecast horizons. For … increases again at the 24-month horizon. Based on the magnitude of the forecast errors and the direction of change, long … forecast horizon …
Persistent link: https://www.econbiz.de/10012903718