Beating the random walk: a performance assessment for long-term interest rate forecast

F.A.G. den Butter, P.W. Jansen

Research output: Working paperProfessional

36 Downloads (Pure)
Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Instituut (TI)
Number of pages24
Publication statusPublished - 2008

Publication series

NameTI Discussion paper
No.102/3

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