• Term Structure Forecasting Using Macro Factors and Forecast Combination 

      de Pooter, Michiel; Ravazzolo, Francesco; van Dijk, Dick (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 ...