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

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

17 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

Research programs

@article{d949d138fc824133865a0b6782aa779d,

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",

}

TY - JOUR

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

Y1 - 2013

U2 - 10.1016/j.ijforecast.2012.12.004

DO - 10.1016/j.ijforecast.2012.12.004

M3 - Article

SN - 0169-2070

VL - 29

SP - 676

EP - 694

JO - International Journal of Forecasting

JF - International Journal of Forecasting

IS - 4

ER -