Browsing Norges Banks vitenarkiv by Subject "model confidence set"
Now showing items 1-1 of 1
-
Term Structure Forecasting Using Macro Factors and Forecast Combination
(Working Papers;1/2010, Working paper, 2010)We examine the importance of incorporating macroeconomic information and, in particular, accounting for model uncertainty when forecasting the term structure of U.S.interest rates. We start off by analyzing and comparing ...