Matches in SemOpenAlex for { <https://semopenalex.org/work/W2050239254> ?p ?o ?g. }
Showing items 1 to 96 of
96
with 100 items per page.
- W2050239254 abstract "This paper develops a flexible approach to combine forecasts of future spot rates with forecasts from time-series models or macroeconomic variables. We find empirical evidence that accounting for both regimes in interest rate dynamics and combining forecasts from different models helps improve the out-of-sample forecasting performance for US short-term rates. Imposing restrictions from the expectations hypothesis on the forecasting model are found to help at long forecasting horizons." @default.
- W2050239254 created "2016-06-24" @default.
- W2050239254 creator A5047267836 @default.
- W2050239254 creator A5059698112 @default.
- W2050239254 date "2006-01-01" @default.
- W2050239254 modified "2023-10-16" @default.
- W2050239254 title "Forecasts of US Short-Term Interest Rates: A Flexible Forecast Combination Approach" @default.
- W2050239254 cites W127664094 @default.
- W2050239254 cites W1503022246 @default.
- W2050239254 cites W1511098757 @default.
- W2050239254 cites W1525348813 @default.
- W2050239254 cites W1978184985 @default.
- W2050239254 cites W1986528915 @default.
- W2050239254 cites W2012242451 @default.
- W2050239254 cites W2014405898 @default.
- W2050239254 cites W2057182962 @default.
- W2050239254 cites W2080880958 @default.
- W2050239254 cites W2084200811 @default.
- W2050239254 cites W2091873980 @default.
- W2050239254 cites W2097874694 @default.
- W2050239254 cites W2108731026 @default.
- W2050239254 cites W2130631346 @default.
- W2050239254 cites W2151993164 @default.
- W2050239254 cites W2159723913 @default.
- W2050239254 cites W2177791359 @default.
- W2050239254 cites W3021281210 @default.
- W2050239254 cites W3121743397 @default.
- W2050239254 cites W3122257378 @default.
- W2050239254 cites W3122366281 @default.
- W2050239254 cites W3122685797 @default.
- W2050239254 cites W3123262494 @default.
- W2050239254 cites W3124006124 @default.
- W2050239254 cites W3124109853 @default.
- W2050239254 cites W3125696988 @default.
- W2050239254 cites W3125856767 @default.
- W2050239254 cites W3125940441 @default.
- W2050239254 cites W3142726814 @default.
- W2050239254 doi "https://doi.org/10.2139/ssrn.814071" @default.
- W2050239254 hasPublicationYear "2006" @default.
- W2050239254 type Work @default.
- W2050239254 sameAs 2050239254 @default.
- W2050239254 citedByCount "5" @default.
- W2050239254 countsByYear W20502392542012 @default.
- W2050239254 countsByYear W20502392542015 @default.
- W2050239254 crossrefType "journal-article" @default.
- W2050239254 hasAuthorship W2050239254A5047267836 @default.
- W2050239254 hasAuthorship W2050239254A5059698112 @default.
- W2050239254 hasBestOaLocation W20502392542 @default.
- W2050239254 hasConcept C10138342 @default.
- W2050239254 hasConcept C120954023 @default.
- W2050239254 hasConcept C121332964 @default.
- W2050239254 hasConcept C143724316 @default.
- W2050239254 hasConcept C149782125 @default.
- W2050239254 hasConcept C151730666 @default.
- W2050239254 hasConcept C162324750 @default.
- W2050239254 hasConcept C175025494 @default.
- W2050239254 hasConcept C185592680 @default.
- W2050239254 hasConcept C198531522 @default.
- W2050239254 hasConcept C41008148 @default.
- W2050239254 hasConcept C43617362 @default.
- W2050239254 hasConcept C61797465 @default.
- W2050239254 hasConcept C62520636 @default.
- W2050239254 hasConcept C86803240 @default.
- W2050239254 hasConceptScore W2050239254C10138342 @default.
- W2050239254 hasConceptScore W2050239254C120954023 @default.
- W2050239254 hasConceptScore W2050239254C121332964 @default.
- W2050239254 hasConceptScore W2050239254C143724316 @default.
- W2050239254 hasConceptScore W2050239254C149782125 @default.
- W2050239254 hasConceptScore W2050239254C151730666 @default.
- W2050239254 hasConceptScore W2050239254C162324750 @default.
- W2050239254 hasConceptScore W2050239254C175025494 @default.
- W2050239254 hasConceptScore W2050239254C185592680 @default.
- W2050239254 hasConceptScore W2050239254C198531522 @default.
- W2050239254 hasConceptScore W2050239254C41008148 @default.
- W2050239254 hasConceptScore W2050239254C43617362 @default.
- W2050239254 hasConceptScore W2050239254C61797465 @default.
- W2050239254 hasConceptScore W2050239254C62520636 @default.
- W2050239254 hasConceptScore W2050239254C86803240 @default.
- W2050239254 hasLocation W20502392541 @default.
- W2050239254 hasLocation W20502392542 @default.
- W2050239254 hasOpenAccess W2050239254 @default.
- W2050239254 hasPrimaryLocation W20502392541 @default.
- W2050239254 hasRelatedWork W1485918329 @default.
- W2050239254 hasRelatedWork W1549474217 @default.
- W2050239254 hasRelatedWork W1995652621 @default.
- W2050239254 hasRelatedWork W2005387969 @default.
- W2050239254 hasRelatedWork W2167201269 @default.
- W2050239254 hasRelatedWork W2363879889 @default.
- W2050239254 hasRelatedWork W3123480207 @default.
- W2050239254 hasRelatedWork W3124814895 @default.
- W2050239254 hasRelatedWork W3126099948 @default.
- W2050239254 hasRelatedWork W3131470240 @default.
- W2050239254 isParatext "false" @default.
- W2050239254 isRetracted "false" @default.
- W2050239254 magId "2050239254" @default.
- W2050239254 workType "article" @default.