Estimating and Forecasting the Yield Curve Using A Markov Switching Dynamic Nelson and Siegel Model

Publisher： John Wiley & Sons Inc

E-ISSN： 1099-1255|883-7252|6|987-1009

ISSN： 0883-7252

Source： JOURNAL OF APPLIED ECONOMETRICS, Vol.883-7252, Iss.6, 2015-09, pp. : 987-1009

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