Forecasting the 10-year US Treasury rate
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Hamid Baghestani
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Article
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2009
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John Wiley and Sons
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English
β 189 KB
## Abstract This study compares the performance of two forecasting models of the 10βyear Treasury rate: a random walk (RW) model and an augmentedβautoregressive (AβA) model which utilizes the information in the expected inflation rate. For 1993β2008, the RW and AβA forecasts (with different lead ti