ESTIMATING AND FORECASTING THE YIELD CURVE USING A MARKOV SWITCHING DYNAMIC NELSON AND SIEGEL MODEL
Article first published online: 26 JUN 2014
Copyright © 2014 John Wiley & Sons, Ltd.
Journal of Applied Econometrics
How to Cite
Hevia, C., Gonzalez-Rozada, M., Sola, M. and Spagnolo, F. (2014), ESTIMATING AND FORECASTING THE YIELD CURVE USING A MARKOV SWITCHING DYNAMIC NELSON AND SIEGEL MODEL. J. Appl. Econ.. doi: 10.1002/jae.2399
- Article first published online: 26 JUN 2014
- Manuscript Accepted: 11 APR 2014
- Manuscript Revised: 14 MAR 2014
- Manuscript Received: 25 JUN 2013
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