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 speci.cations. While most of the … and useful for forecasting. …

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. …

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. …

In this paper we propose a strategy for forecasting the term structure of interest rates which may produce significant …

We propose a new approach to forecasting the term structure of interest rates, which allows to efficiently extract the … Likelihood of the model. Focusing on the US, we provide an extensive study on the forecasting performance of the proposed model …

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 …