Blar i Norges Banks publikasjonsserier / Norges Bank publication series på emneord "macro factors"
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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 ...