Term Structure Forecasting of Government Bond Yields with Latent and Macroeconomic Factors: Do Macroeconomic Factors Imply Better Out‐of‐Sample Forecasts?

Wali Ullah, Yoshihiko Tsukuda and Yasumasa Matsuda

Journal of Forecasting, 2013, vol. 32, issue 8, 702-723

Date: 2013
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