Forecasting the Term Structure of Government Bond Yields
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https://www.nber.org/papers/w10048
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资源简介：
Despite powerful advances in yield curve modeling in the last twenty years, comparatively little attention has been paid to the key practical problem of forecasting the yield curve. In this paper we do so. We use neither the no-arbitrage approach, which focuses on accurately fitting the cross
尽管过去二十年中收益率曲线建模（yield curve modeling）领域取得了显著进展，但针对收益率曲线预测这一关键实际问题的研究关注却相对匮乏。本文即致力于解决该问题。我们未采用无套利方法（no-arbitrage approach）——该方法的核心在于精准拟合跨期
提供机构：
美国国家经济研究局
创建时间：
2003-10-01
