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

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

Publication series

NameTI Discussion paper
No.102/3

Cite this

den Butter, F. A. G., & Jansen, P. W. (2008). Beating the random walk: a performance assessment for long-term interest rate forecast. (TI Discussion paper; No. 102/3). Amsterdam: Tinbergen Instituut (TI).
den Butter, F.A.G. ; Jansen, P.W. / Beating the random walk: a performance assessment for long-term interest rate forecast. Amsterdam : Tinbergen Instituut (TI), 2008. (TI Discussion paper; 102/3).
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year = "2008",
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den Butter, FAG & Jansen, PW 2008 'Beating the random walk: a performance assessment for long-term interest rate forecast' TI Discussion paper, no. 102/3, Tinbergen Instituut (TI), Amsterdam.

Beating the random walk: a performance assessment for long-term interest rate forecast. / den Butter, F.A.G.; Jansen, P.W.

Amsterdam : Tinbergen Instituut (TI), 2008. (TI Discussion paper; No. 102/3).

Research output: Working paperProfessional

TY - UNPB

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AU - den Butter, F.A.G.

AU - Jansen, P.W.

PY - 2008

Y1 - 2008

M3 - Working paper

T3 - TI Discussion paper

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

PB - Tinbergen Instituut (TI)

CY - Amsterdam

ER -

den Butter FAG, Jansen PW. Beating the random walk: a performance assessment for long-term interest rate forecast. Amsterdam: Tinbergen Instituut (TI). 2008. (TI Discussion paper; 102/3).