Forecasting Interest Rates with Shifting Endpoints

D. van Dijk, S.J. Koopman, M. van der Wel, J.H. Wright

Research output: Working paperProfessional

Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Institute
Number of pages35
Publication statusPublished - 2012

Publication series

NameTI Discussion Paper
No.12-076/4

Cite this

van Dijk, D., Koopman, S. J., van der Wel, M., & Wright, J. H. (2012). Forecasting Interest Rates with Shifting Endpoints. (TI Discussion Paper; No. 12-076/4). Amsterdam: Tinbergen Institute.
van Dijk, D. ; Koopman, S.J. ; van der Wel, M. ; Wright, J.H. / Forecasting Interest Rates with Shifting Endpoints. Amsterdam : Tinbergen Institute, 2012. (TI Discussion Paper; 12-076/4).
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van Dijk, D, Koopman, SJ, van der Wel, M & Wright, JH 2012 'Forecasting Interest Rates with Shifting Endpoints' TI Discussion Paper, no. 12-076/4, Tinbergen Institute, Amsterdam.

Forecasting Interest Rates with Shifting Endpoints. / van Dijk, D.; Koopman, S.J.; van der Wel, M.; Wright, J.H.

Amsterdam : Tinbergen Institute, 2012. (TI Discussion Paper; No. 12-076/4).

Research output: Working paperProfessional

TY - UNPB

T1 - Forecasting Interest Rates with Shifting Endpoints

AU - van Dijk, D.

AU - Koopman, S.J.

AU - van der Wel, M.

AU - Wright, J.H.

PY - 2012

Y1 - 2012

M3 - Working paper

T3 - TI Discussion Paper

BT - Forecasting Interest Rates with Shifting Endpoints

PB - Tinbergen Institute

CY - Amsterdam

ER -

van Dijk D, Koopman SJ, van der Wel M, Wright JH. Forecasting Interest Rates with Shifting Endpoints. Amsterdam: Tinbergen Institute. 2012. (TI Discussion Paper; 12-076/4).