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Macroeconomics / Statistics / Fixed income market / Yield curve / Forecasting / Exponential smoothing / Economic forecasting / Macroeconomic model / Inflation / Economics / Time series analysis / Data analysis


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)
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Document Date: 2013-07-23 16:03:03


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City

Amsterdam / Baltimore / /

Country

United States / /

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Facility

Tinbergen Institute / VU University / Johns Hopkins University / /

IndustryTerm

oil price shocks / bank / /

Organization

Danish National Research Foundation / VU University / Federal Reserve Bank of Philadelphia / Aarhus Department of Economics / U.S. government / Netherlands Organisation for Scientific Research / Johns Hopkins University / Rotterdam Department of Econometrics / Econometric Institute / Tinbergen Institute / U.S. Treasury / Introduction Forecasting government / Organization of Petroleum-Exporting Countries / Erasmus School of Economics / /

Person

Dick van Dijk / Jonathan H. Wright / Frank Diebold / Jan Koopman / Miles Callan / Norman Swanson / Michel van der Wel / /

Position

advocate / /

ProvinceOrState

Maryland / /

Technology

4 algorithm / method Blue-Chip / /

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