SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

A dynamic factor model of the yield curve components as a predictor of the economy · Study

ArticleShelves

ArticleA dynamic factor model of the yield curve components as a predictor of the economy

Marcelle Chauvet2016

Article2016

A dynamic factor model of the yield curve components as a predictor of the economy

Marcelle Chauvet · Zeynep Şenyüz

22 citations·0/0 files stored·International Journal of Forecasting

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Monetary Policy and Economic Impact Financial Markets and Investment Strategies Forecasting Techniques and Applications

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 22 citations exist upstream.

References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1988Testing for a Unit Root in Time Series Regression 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root 1994Comparing Predictive Accuracy 1995Comparing Predictive Accuracy 1993Tests for Parameter Instability and Structural Change With Unknown Change Point 1987Parsimonious Modeling of Yield Curves

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2013Predicting output using the entire yield curvearticle · 18 shared references 2012The yield curve and the macro-economy across time and frequenciesarticle · 15 shared references 2008The Yield Curve as a Leading Indicator: Frequently Asked Questionsarticle · 15 shared references 2006Chapter 16 Leading Indicatorschapter · 14 shared references 2017When does the yield curve contain predictive power? Evidence from a data-rich environmentarticle · 14 shared references 2021Does the Yield Curve Predict Output?review · 13 shared references

Details

Year2016

Typearticle

Published2016-01-21

VenueInternational Journal of Forecasting

ISSN-L0169-2070

Languageen

Citations22

Files0 public / 0

ShelfMonetary Policy and Economic Impact

Identifiers

doi10.1016/j.ijforecast.2015.05.007

openalex_workW2275999744

Links

Imported from OpenAlex (CC0) — nothing here is generated.