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Predictive Macro-Finance With Dynamic Partition Models

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  • Zantedeschi, Daniel
  • Damien, Paul
  • Polson, Nicholas G.

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  • Zantedeschi, Daniel & Damien, Paul & Polson, Nicholas G., 2011. "Predictive Macro-Finance With Dynamic Partition Models," Journal of the American Statistical Association, American Statistical Association, vol. 106(494), pages 427-439.
    • Handle: RePEc:bes:jnlasa:v:106:i:494:y:2011:p:427-439
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    File URL: http://pubs.amstat.org/doi/abs/10.1198/jasa.2011.ap09732
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    Cited by:

    1. Azamat Abdymomunov & Kyu Ho Kang & Ki Jeong Kim, 2014. "Forecasting the Term Structure of Government Bond Yields Using Credit Spreads and Structural Breaks," Working Papers 2014-19, Economic Research Institute, Bank of Korea.
    2. Choi, Ahjin & Kang, Kyu Ho, 2023. "Modeling the time-varying dynamic term structure of interest rates," Journal of Banking & Finance, Elsevier, vol. 153(C).
    3. Eo, Yunjong & Kang, Kyu Ho, 2020. "The effects of conventional and unconventional monetary policy on forecasting the yield curve," Journal of Economic Dynamics and Control, Elsevier, vol. 111(C).
    4. Kang, Kyu Ho, 2015. "The predictive density simulation of the yield curve with a zero lower bound," Journal of Empirical Finance, Elsevier, vol. 33(C), pages 51-66.

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