Forecasting Interest Rates with Shifting Endpoints

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

Research output: Working paper / Preprint › Working paper › Professional

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Name	TI Discussion Paper
No.	12-076/4

Access to Document

@techreport{a35e6c25541743c08c55a42119b767ad,

title = "Forecasting Interest Rates with Shifting Endpoints",

author = "{van Dijk}, D. and S.J. Koopman and {van der Wel}, M. and J.H. Wright",

year = "2012",

language = "English",

series = "TI Discussion Paper",

publisher = "Tinbergen Institute",

number = "12-076/4",

type = "WorkingPaper",

institution = "Tinbergen Institute",

}