Modeling and forecasting short‐term interest rates: The benefits of smooth regimes, macroeconomic variables, and bagging

Francesco Audrino and Marcelo Medeiros ()

Journal of Applied Econometrics, 2011, vol. 26, issue 6, 999-1022

Date: 2011
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Working Paper: Modeling and Forecasting Short-term Interest Rates: The Benefits of Smooth Regimes, Macroeconomic Variables, and Bagging (2010)
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