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A shape-based decomposition of the yield adjustment term in the arbitrage-free Nelson and Siegel (AFNS) model of the yield curve

Steeley, James M. - In: Applied financial economics 24 (2014) 10/12, pp. 661-669

Persistent link: https://www.econbiz.de/10010402666

Does the level of the yield curve predict inflation?

Kaya, Hüseyin - In: Applied economics letters 21 (2014) 7/9, pp. 477-480

Persistent link: https://www.econbiz.de/10010414286

Theoria cum praxi - essays in times of crisis on Solvency II, yield forecasts and alternatives for asset managers in the low interest environment

Rudschuck, Norman - 2018

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Measuring market expectations

Baumeister, Christiane - 2021

market-based expectations. It starts by laying out the two canonical modeling frameworks that form the backbone for …

Persistent link: https://www.econbiz.de/10012622575

Are lower interest rates really associated with higher growth? : new empirical evidence on the interest rate thesis from 19 countries

Lee, Kang-Soek; Werner, Richard A. - In: International journal of finance & economics : IJFE 28 (2023) 4, pp. 3960-3975

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Measuring market expectations

Baumeister, Christiane - 2021

Persistent link: https://www.econbiz.de/10012613628

Interest rates modeling and forecasting : do macroeconomic factors matter?

Kuczera, Adam - 2017

Recent studies documented a sufficient forecasting performance of shadow-rate models in the low yields environment … issue to reflect in the interest rate modeling since the Great Recession. Surprisingly, we discover that the relative …-finance interest rate models by financial market sentiment proxies further improves the forecasting performance. …

Persistent link: https://www.econbiz.de/10011659284

The Bank of England's forecasting platform: COMPASS, MAPS, EASE and the suite of models

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Model uncertainty in macroeconomics : on the implications of financial frictions

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Forecasting Brazilian inflation with high dimensional models

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Persistent link: https://www.econbiz.de/10011644505