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• W3126099948 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.
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• W3126099948 date "2009-06-01" @default.
• W3126099948 modified "2023-10-16" @default.
• W3126099948 title "Forecasts of US short-term interest rates: A flexible forecast combination approach" @default.
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• W3126099948 doi "https://doi.org/10.1016/j.jeconom.2008.12.004" @default.
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