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 Date: 2013-07-23 16:03:03Macroeconomics Statistics Fixed income market Yield curve Forecasting Exponential smoothing Economic forecasting Macroeconomic model Inflation Economics Time series analysis Data analysis |
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Forecasting Interest Rates with Shifting Endpoints Dick van Dijk(a,b) , Siem Jan Koopman(b,c) , Michel van der Wel(a,b,d) & Jonathan H. Wright(e)∗ (a)