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Optimizing time-series forecasts for inflation and interest rates using simulation and model averaging
Jumah, Adusei; Kunst, Robert M. - 2008
Persistent link: https://www.econbiz.de/10003778880
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Smooth regimes, macroeconomic variables, and bagging for the short-term interest rate process
Audrino, Francesco; Medeiros, Marcelo C. - 2008
Persistent link: https://www.econbiz.de/10003773443
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Optimizing time-series forecasts for inflation and interest rates using simulation and model averaging
Jumah, Adusei; Kunst, Robert M. - 2008
Motivated by economic-theory concepts - the Fisher hypothesis and the theory of the term structure - we consider a …
Persistent link: https://www.econbiz.de/10009735355
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Volatility in equity markets and monetary policy rate uncertainty
Kaminska, Iryna; Roberts-Sklar, Matt - In: Journal of empirical finance 45 (2018), pp. 68-83
Persistent link: https://www.econbiz.de/10012102459
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Volatility in equity markets and monetary policy rate uncertainty
Kaminska, Iryna; Roberts-Sklar, Matt - 2017
Persistent link: https://www.econbiz.de/10011913026
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The meta Taylor rule
Lee, Kevin C.; Morley, James C.; Shields, Kalvinder K. - In: Journal of money, credit and banking : JMCB 47 (2015) 1, pp. 73-98
Persistent link: https://www.econbiz.de/10010496952
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Beating the random walk : a performance assessment of long-term interest rate forecasts
Butter, Frank A. G. den; Jansen, Pieter W. - 2008
Persistent link: https://www.econbiz.de/10003787153
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In- and out-of-sample specification analysis of spot rate models : further evidence for the period 1982 - 2008
Cai, Lili; Swanson, Norman R. - In: Journal of empirical finance 18 (2011) 4, pp. 743-764
Persistent link: https://www.econbiz.de/10009306528
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Beating the random walk : a performance assessment of long-term interest rate forecasts
Butter, Frank A. G. den; Jansen, Pieter W. - In: Applied financial economics 23 (2013) 7/9, pp. 749-765
Persistent link: https://www.econbiz.de/10009750989
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Optimizing time-series forecasts for inflation and interest rates using simulation and model averaging
Jumah, Adusei; Kunst, Robert M. - In: Applied economics 48 (2016) 43/45, pp. 4366-4378
Persistent link: https://www.econbiz.de/10011640093