Forecasting Long-Term Government Bond Yields: An Application of Statistical and AI Models
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More about this item
Keywordsinterest rates; forecasting; neural networks; fuzzy logic.;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-04-29 (All new papers)
- NEP-CBA-2006-04-29 (Central Banking)
- NEP-CMP-2006-04-29 (Computational Economics)
- NEP-FMK-2006-04-29 (Financial Markets)
- NEP-FOR-2006-04-29 (Forecasting)
- NEP-MAC-2006-04-29 (Macroeconomics)
- NEP-PBE-2006-04-29 (Public Economics)
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