Forecasting the U.S. term structure of interest rates using a macroeconomic smooth dynamic factor model

S.J. Koopman, M. van der Wel

Research output: Working paperProfessional

116 Downloads (Pure)
Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Institute
Number of pages34
Publication statusPublished - 2011

Publication series

NameTI Discussion Papers
No.11-063/4

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