EconPapers    
Economics at your fingertips  
 

Forecasting the term structure of government bond yields

Francis Diebold and Canlin Li

Journal of Econometrics, 2006, vol. 130, issue 2, 337-364

Date: 2006
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (818)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0304-4076(05)00079-5
Full text for ScienceDirect subscribers only

Related works:
Working Paper: Forecasting the Term Structure of Government Bond Yields (2003) Downloads
Working Paper: Forecasting the term structure of government bond yields (2003) Downloads
Working Paper: Forecasting the Term Structure of Government Bond Yields (2002) Downloads
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:130:y:2006:i:2:p:337-364

Access Statistics for this article

Journal of Econometrics is currently edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao and P. M. Robinson

More articles in Journal of Econometrics from Elsevier
Bibliographic data for series maintained by Catherine Liu ().

 
Page updated 2025-03-23
Handle: RePEc:eee:econom:v:130:y:2006:i:2:p:337-364