Prediction Bias Correction for Dynamic Term Structure Models

Additional Metadata
Keywords	Factor models, Nelson Siegel, Time varying loadings, Yield curve
JEL	Determination of Interest Rates; Term Structure of Interest Rates (jel E43), Forecasting and Simulation (jel E47), Financial Forecasting (jel G17)
Publisher	Tinbergen Institute
Persistent URL	hdl.handle.net/1765/39191
Series	Tinbergen Institute Discussion Paper Series
Journal	Discussion paper / Tinbergen Institute
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Raviv, E. (2013). Prediction Bias Correction for Dynamic Term Structure Models (No. TI 13-041/III). Discussion paper / Tinbergen Institute (pp. 1–24). Retrieved from http://hdl.handle.net/1765/39191

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