Forecasting Yield Curves in an Adaptive Framework
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References listed on IDEAS
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More about this item
Keywordsinterest rates; functional principal component analysis; local parametric model; Nelson-Siegel model;
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E47 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Forecasting and Simulation: Models and Applications
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
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