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Explaining yield curve dynamics
Füss, Roland; Nikitina, Olena - In: The journal of fixed income 21 (2011) 2, pp. 68-87
Persistent link: https://www.econbiz.de/10009349763
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Explaining yield curve dynamics
Nikitina, Olena - In: Essays on fixed income and inflation forecasting, (pp. 7-41). 2015
Persistent link: https://www.econbiz.de/10011639453
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Essays on the large dimensional approximate dynamic factor model
Schmid, Frank - 2009
Persistent link: https://www.econbiz.de/10013436419
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Inspecting short- and long-term inflation expectations
Nikitina, Olena - In: Essays on fixed income and inflation forecasting, (pp. 42-79). 2015
Persistent link: https://www.econbiz.de/10011639454
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Financial and macroeconomic data through the lens of a nonlinear dynamic factor model
Guerrón-Quintana, Pablo A.; Khazanov, Alexey; Zhong, Molin - 2023
Persistent link: https://www.econbiz.de/10014284236
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Movements in the term structure of interest rates
Bliss, Robert R. - In: Economic review 82 (1997) 4, pp. 16-33
Persistent link: https://www.econbiz.de/10001234405
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Direct estimation of the risk neutral factor dynamics of affine term structure models
Bams, Dennis - 1998
Persistent link: https://www.econbiz.de/10013422670
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Dynamic models for multi-dimensional time series
Wiersma, Quint - 2024
Persistent link: https://www.econbiz.de/10014534933
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Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2009
direct forecasts when estimation error is a first-order concern, i.e. in small samples and for long forecast horizons …
Persistent link: https://www.econbiz.de/10003807908
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Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem; Pick, Andreas; Timmermann, Allan - 2009
Persistent link: https://www.econbiz.de/10003851191