Forecasting the yield curve for the Euro region
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References listed on IDEAS
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More about this item
KeywordsEuropean yield curve; Dynamic Nelson–Siegel; Functional signal plus noise; Forecasting; Term structure of interest rates;
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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