Forecasting interest rates with shifting endpoints

Research output: Contribution to journal › Article › Academic › peer-review

34 Citations (Scopus)

Original language	Undefined/Unknown
Pages (from-to)	693-712
Number of pages	20
Journal	Journal of Applied Econometrics
Volume	29
DOIs	https://doi.org/10.1002/jae.2358
Publication status	Published - 2014

Research programs

@article{3aaa3f295eec4837bcb022d65d49103d,

title = "Forecasting interest rates with shifting endpoints",

author = "\{van Dijk\}, Dick and SJ Koopman and \{van der Wel\}, Michel and J Wright",

year = "2014",

doi = "10.1002/jae.2358",

language = "Undefined/Unknown",

volume = "29",

pages = "693--712",

journal = "Journal of Applied Econometrics",

issn = "0883-7252",

publisher = "John Wiley \& Sons Ltd.",

}