Term Structure Forecasting of Government Bond Yields with Latent and Macroeconomic Factors: Do Macroeconomic Factors Imply Better Out-of-Sample Forecasts?
Article first published online: 22 JUL 2013
Copyright © 2013 John Wiley & Sons, Ltd.
Journal of Forecasting
Volume 32, Issue 8, pages 702–723, December 2013
How to Cite
Ullah, W., Tsukuda, Y. and Matsuda, Y. (2013), Term Structure Forecasting of Government Bond Yields with Latent and Macroeconomic Factors: Do Macroeconomic Factors Imply Better Out-of-Sample Forecasts?. J. Forecast., 32: 702–723. doi: 10.1002/for.2266
- Issue published online: 21 NOV 2013
- Article first published online: 22 JUL 2013
- Manuscript Accepted: 21 JAN 2013
- Manuscript Revised: 5 JAN 2013
- Manuscript Received: 1 AUG 2012
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