UnsmFB_70-09.txt
Creators:
Dick van Dijk
;
Siem Jan Koopman
;
Michel van der Wel
;
Jonathan H. Wright
From the dataset abstract
We consider forecasting the term structure of interest rates with the assumption that factors driving the yield curve are stationary around a slowly time-varying mean or shifting...
Source: Forecasting interest rates with shifting endpoints (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/377dcbb8-e15e-4166-b440-6b3b75c46b15/resource/9588e3b8-9d0e-41c3-9e42-e61439f1a92e/download/unsmfb_70-09.txt |
| Last updated | November 17, 2022 |
| Created | November 17, 2022 |
