The dynamics of economic functions: Modeling and forecasting the yield curve

Journal of the American Statistical Association

Volumn 103, Issue 484, 2008, Pages 1419-1437

  Bowsher, Clive G ^a   Meeks, Roland ^b  

^a UNIVERSITY OF CAMBRIDGE   (United Kingdom)

^b FEDERAL RESERVE BANK OF DALLAS   (United States)

Author keywords

Forecasting interest rate; FSN ECM models; Functional time series; Natural cubic spline; State space form; Term structure

Indexed keywords

EID: 78649413726     PISSN: 01621459     EISSN: None     Source Type: Journal    
DOI: 10.1198/016214508000000922     Document Type: Article

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