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The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve. (2008). Bowsher, Clive G. ; Meeks, Roland.
In: Economics Series Working Papers.
RePEc:oxf:wpaper:2008-wo5.

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  1. Heterogeneous beliefs and the Phillips curve. (2023). Monti, Francesca ; Meeks, Roland.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:139:y:2023:i:c:p:41-54.

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  2. Learning Forecast-Efficient Yield Curve Factor Decompositions with Neural Networks. (2022). Terada, Ana T ; Takada, Hellinton H ; Kauffmann, Piero C ; Stern, Julio M.
    In: Econometrics.
    RePEc:gam:jecnmx:v:10:y:2022:i:2:p:15-:d:780065.

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  3. Persistence in US Treasury bonds. (2022). Gil-Alana, Luis ; Abakah, Emmanuel ; Aikins, Emmanuel Joel.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002610.

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  4. Forecasting Bond Yields with Segmented Term Structure Models. (2018). Almeida, Caio ; Vicente, Jose ; Simonsen, Axel ; Kubudi, Daniela ; Ardison, Kym .
    In: Journal of Financial Econometrics.
    RePEc:oup:jfinec:v:16:y:2018:i:1:p:1-33..

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  5. Spline-DCS for Forecasting Trade Volume in High-Frequency Finance. (2016). Ito, Ryoko .
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:1606.

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  6. Forecasting the Government Bond Term Structure in Australia. (2016). Peat, Maurice ; Svec, Jiri ; Chen, Rui.
    In: Australian Economic Papers.
    RePEc:bla:ausecp:v:55:y:2016:i:2:p:99-111.

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  7. Forecasting Interest Rates. (2013). Duffee, Gregory.
    In: Handbook of Economic Forecasting.
    RePEc:eee:ecofch:2-385.

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  8. Dynamic Models for Volatility and Heavy Tails. (2013). Harvey, Andrew C.
    In: Cambridge Books.
    RePEc:cup:cbooks:9781107034723.

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  9. Modeling Dynamic Diurnal Patterns in High-Frequency Financial Data. (2013). Ito, Ryoko .
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:1315.

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  10. Forecasting Interest Rates with Shifting Endpoints. (2012). van der Wel, Michel ; van Dijk, Dick ; Koopman, Siem Jan ; Wright, Jonathan H..
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20120076.

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  11. Forecasting interest rates. (2012). Duffee, Greg.
    In: Economics Working Paper Archive.
    RePEc:jhu:papers:599.

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  12. Forecasting Bond Yields with Segmented Term Structure Models. (2012). Almeida, Caio ; Simonsen, Axel ; Vicente, Jose.
    In: Working Papers Series.
    RePEc:bcb:wpaper:288.

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  13. EFFICIENT INTEREST RATECURVE ESTIMATION AND FORECASTING IN BRAZIL. (2011). Moura, Guilherme ; Portugal, Marcelo Savino ; Caldeira, Joao Frois .
    In: Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting].
    RePEc:anp:en2009:133.

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  14. An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model. (2008). Rudebusch, Glenn ; Diebold, Francis ; Christensen, Jens ; Jens H. E. Christensen, .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14463.

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