Forecasting the U.S. Term Structure of Interest Rates Using a Macroeconomic Smooth Dynamic Factor Model

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15 Citations (Scopus)

Original language	English
Pages (from-to)	676-694
Number of pages	19
Journal	International Journal of Forecasting
Volume	29
Issue number	4
DOIs	https://doi.org/10.1016/j.ijforecast.2012.12.004
Publication status	Published - 2013

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title = "Forecasting the U.S. Term Structure of Interest Rates Using a Macroeconomic Smooth Dynamic Factor Model",

author = "SJ Koopman and {van der Wel}, Michel",

year = "2013",

doi = "10.1016/j.ijforecast.2012.12.004",

language = "English",

volume = "29",

pages = "676--694",

journal = "International Journal of Forecasting",

issn = "0169-2070",

publisher = "Elsevier",

number = "4",

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T1 - Forecasting the U.S. Term Structure of Interest Rates Using a Macroeconomic Smooth Dynamic Factor Model

AU - Koopman, SJ

AU - van der Wel, Michel

PY - 2013

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U2 - 10.1016/j.ijforecast.2012.12.004

DO - 10.1016/j.ijforecast.2012.12.004

M3 - Article

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SP - 676

EP - 694

JO - International Journal of Forecasting

JF - International Journal of Forecasting

IS - 4

ER -