The effects of conventional and unconventional monetary policy on forecasting the yield curve
We investigate how conventional and unconventional monetary policies affect the dynamics
of the yield curve by assessing the performance of individual yield curve models and their …
of the yield curve by assessing the performance of individual yield curve models and their …
Forecasting the Term Structure of Interest Rates with Potentially Misspecified Models
We compare the out-of-sample predictive accuracy of a mixture of bond yield models with
that of the individual models. The individual models considered here are the dynamic …
that of the individual models. The individual models considered here are the dynamic …
The role of unobservable fundamentals in Korea exchange rate fluctuations: Bayesian approach
Recent literature emphasizes the role of unobservable fundamentals in exchange rate
movements. Within the state-space model and the Bayesian approach, proposed by Balke et …
movements. Within the state-space model and the Bayesian approach, proposed by Balke et …
[HTML][HTML] Bayesian estimation of generalized gamma shared frailty model
S Sidhu, K Jain, SK Sharma - Computational Statistics, 2018 - Springer
Multivariate survival analysis comprises of event times that are generally grouped together
in clusters. Observations in each of these clusters relate to data belonging to the same …
in clusters. Observations in each of these clusters relate to data belonging to the same …