𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Forecasting the long-term real treasury bill rate

✍ Scribed by Demetrios S. Giannaros


Book ID
112729126
Publisher
Springer US
Year
1985
Tongue
English
Weight
75 KB
Volume
13
Category
Article
ISSN
0197-4254

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Forecasting the 10-year US Treasury rate
✍ Hamid Baghestani πŸ“‚ Article πŸ“… 2009 πŸ› John Wiley and Sons 🌐 English βš– 189 KB

## Abstract This study compares the performance of two forecasting models of the 10‐year Treasury rate: a random walk (RW) model and an augmented‐autoregressive (A‐A) model which utilizes the information in the expected inflation rate. For 1993–2008, the RW and A‐A forecasts (with different lead ti