We propose a new approach to forecasting the term structure of interest rates, which allows to efficiently extract the … forecasting performance of our proposed model relative to most of the existing alternative specifications. While most of the … useful for forecasting. …

-dimensional surfaces. We propose to extend their use to finance and, in particular, to forecasting yield curves. We present the results of … Kriging method based on the anisotropic variogram. Furthermore, a comparison with other recent methods for forecasting yield … competitive with the other forecasting models considered. …

We propose a new approach to forecasting the term structure of interest rates, which allows to efficiently extract the … forecasting performance of our proposed model relative to most of the existing alternative specifications. While most of the … and useful for forecasting. -- Bayesian methods ; Forecasting ; Term structure …

VARs are a popular tool for forecasting and structural analysis, but ill-suited to handle occasionally binding …

shapes and find the less frequent shapes intrinsically linked to the recessions in the post-WWII data. In forecasting …

forecasting ability of the spread. Klassifikation: …

quite successful in forecasting monthly changes in commodity prices, but that success diminished in the period following …