Smooth Dynamic Factor Analysis with Application to the U.S. Term Structure of Interest Rates-Reference-Cited by-同舟云学术

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Smooth Dynamic Factor Analysis with Application to the U.S. Term Structure of Interest Rates

Published:2012 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Jungbacker Borus,Koopman Siem Jan,van der Wel Michel

Publisher

Elsevier BV

Reference47 articles.

1. Forecasting Bond Yields with Segmented Term Structure Models

2. Inferential theory for factor models of large dimensions;J Bai;Econometrica,2003

3. Movements in the term structure of interest rates. Federal Reserve Bank of;R Bliss;Atlanta Economic Review,1997

4. The dynamics of economic functions: modeling and forecasting the yield curve;C Bowsher;J. American Statistical Association,2008

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Prediction Bias Correction for Dynamic Term Structure Models;SSRN Electronic Journal;2012

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