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Term structure forecasting : no-arbitrage restrictions vs large information set
Favero, Carlo A.; Niu, Linlin; Sala, Luca - 2007
Persistent link: https://www.econbiz.de/10003459571
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Term structure forecasting : no-arbitrage restrictions vs. large information set
Favero, Carlo A.; Niu, Linlin; Sala, Luca - 2007
Persistent link: https://www.econbiz.de/10003913305
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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
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A new framework for yield curve, output and inflation relationships
Krippner, Leo (contributor) - 2005
Persistent link: https://www.econbiz.de/10003224663
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An intertemporally-consistent and arbitrage-free version of the Nelson and Siegel class of yield curve models
Krippner, Leo (contributor) - 2005
Persistent link: https://www.econbiz.de/10003129240
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An empirical analysis of term premiums using significance tests for stochastic dominance
Fisher, Gordon - In: Economics letters 60 (1998) 2, pp. 195-203
Persistent link: https://www.econbiz.de/10001251570
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A New Architecture for the U.S. National Accounts
Abraham, Katharine G. (contributor);  … - 2006
A New Architecture for the U.S. National Accounts brings together a distinguished group of contributors to initiate the development of a comprehensive and fully integrated set of United States national accounts. The purpose of the new architecture is not only to integrate the existing systems of...
Persistent link: https://www.econbiz.de/10014488242
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A new architecture for the US national accounts : [Conference on a New Architecture for the US National Accounts ; held April 16 - 17, 2004 in Washington, DC]
Jorgenson, Dale Weldeau (ed.);  … - 2006
Persistent link: https://www.econbiz.de/10003078063