This article has greatly benefited from several comments and detailed suggestions by three anonymous referees and by Frank Schorfheide. I also thank seminar participants at the University of Bristol, at the EC2 meeting in Faro, and at the London-OxBridge Time Series Workshop in LSE. Errors are mine. Please address correspondence to: Andrea Carriero, Department of Economics, Queen Mary, University of London, Mile End Road, London E1 4NS, U.K. Phone: +44-20-7882-8050. E-mail: email@example.com.
FORECASTING THE YIELD CURVE USING PRIORS FROM NO-ARBITRAGE AFFINE TERM STRUCTURE MODELS*
Article first published online: 25 APR 2011
© (2011) by the Economics Department of the University of Pennsylvania and the Osaka University Institute of Social and Economic Research Association
International Economic Review
Volume 52, Issue 2, pages 425–459, May 2011
How to Cite
Carriero, A. (2011), FORECASTING THE YIELD CURVE USING PRIORS FROM NO-ARBITRAGE AFFINE TERM STRUCTURE MODELS. International Economic Review, 52: 425–459. doi: 10.1111/j.1468-2354.2011.00634.x
Manuscript received September 2007; revised October 2008.
- Issue published online: 25 APR 2011
- Article first published online: 25 APR 2011
Options for accessing this content:
- If you have access to this content through a society membership, please first log in to your society website.
- If you would like institutional access to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
- New Users: Please register, then proceed to purchase the article.
If your institution is a registered Wiley Online Library customer, you can log in under your institution's name to see our content. This access is provided by Shibboleth or Athens.
Type your institution's name in the box below. If your institution is a Wiley customer, it will appear in the list of suggested institutions.
Please note that there are currently a number of duplicate entries in the list of institutions. We are actively working on fixing this issue and apologize for any inconvenience caused.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!