Predicting the term structure of interest rates: incorporating parameter uncertainty, model uncertainty and macroeconomic information.

MD de Pooter, F Ravazzolo, Dick van Dijk

Research output: Book/Report/Inaugural speech/Farewell speech › Report › Academic

Series	TI Discussion Paper series
Volume	2007-028/4

Cite this

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title = "Predicting the term structure of interest rates: incorporating parameter uncertainty, model uncertainty and macroeconomic information.",

author = "{de Pooter}, MD and F Ravazzolo and {van Dijk}, Dick",

year = "2007",

language = "Undefined/Unknown",

series = "TI Discussion Paper series",

publisher = "Tinbergen Institute",

address = "Netherlands",

edition = "TI Discussion Paper series 2007-028/4",

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Predicting the term structure of interest rates: incorporating parameter uncertainty, model uncertainty and macroeconomic information. / de Pooter, MD; Ravazzolo, F; van Dijk, Dick.
TI Discussion Paper series 2007-028/4 ed. 3000 DR Rotterdam: Tinbergen Institute, 2007. 64 p. (TI Discussion Paper series, Vol. 2007-028/4).

Research output: Book/Report/Inaugural speech/Farewell speech › Report › Academic

TY - BOOK

T1 - Predicting the term structure of interest rates: incorporating parameter uncertainty, model uncertainty and macroeconomic information.

AU - de Pooter, MD

AU - Ravazzolo, F

AU - van Dijk, Dick

PY - 2007

Y1 - 2007

M3 - Report

T3 - TI Discussion Paper series

BT - Predicting the term structure of interest rates: incorporating parameter uncertainty, model uncertainty and macroeconomic information.

PB - Tinbergen Institute

CY - 3000 DR Rotterdam

ER -