Estimating and Forecasting the Yield Curve Using A Markov Switching Dynamic Nelson and Siegel Model
- Submitting institution
-
Brunel University London
- Unit of assessment
- 16 - Economics and Econometrics
- Output identifier
- 005-94729-5858
- Type
- D - Journal article
- DOI
-
10.1002/jae.2399
- Title of journal
- Journal Of Applied Econometrics
- Article number
- -
- First page
- 987
- Volume
- 30
- Issue
- 6
- ISSN
- 0883-7252
- Open access status
- Out of scope for open access requirements
- Month of publication
- June
- Year of publication
- 2014
- URL
-
https://www.utdt.edu/download.php?fname=_134920718375682100.pdf
- Supplementary information
-
-
- Request cross-referral to
- -
- Output has been delayed by COVID-19
- No
- COVID-19 affected output statement
- -
- Forensic science
- No
- Criminology
- No
- Interdisciplinary
- No
- Number of additional authors
-
3
- Research group(s)
-
-
- Citation count
- 7
- Proposed double-weighted
- No
- Reserve for an output with double weighting
- No
- Additional information
- -
- Author contribution statement
- -
- Non-English
- No
- English abstract
- -
