Factor models, Nelson Siegel, Time varying loadings, Yield curve
Determination of Interest Rates; Term Structure of Interest Rates (jel E43), Forecasting and Simulation (jel E47), Financial Forecasting (jel G17)
Tinbergen Institute
hdl.handle.net/1765/39191
Tinbergen Institute Discussion Paper Series
Discussion paper / Tinbergen Institute
Erasmus School of Economics

Raviv, E. (2013). Prediction Bias Correction for Dynamic Term Structure Models (No. TI 13-041/III). Discussion paper / Tinbergen Institute (pp. 1–24). Tinbergen Institute. Retrieved from http://hdl.handle.net/1765/39191