UnsmFB_70-09.txt
Creators:
Dick van Dijk
;
Siem Jan Koopman
;
Michel van der Wel
;
Jonathan H. Wright
From the dataset abstract
We consider forecasting the term structure of interest rates with the assumption that factors driving the yield curve are stationary around a slowly time-varying mean or shifting...
Source: Forecasting interest rates with shifting endpoints (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/9776e0c1-7696-4095-9aae-0dd50eb5899d/resource/0ffa95bc-1f1d-4fba-be53-51a5fb09b2c3/download/unsmfb_70-09.txt |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
