Forecasting Interest Rates with Shifting Endpoints: The Role of the Demographic Age Structure
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More about this item
Keywords
Demographic distribution; Yield curve forecasting; Functional data analysis; Life cycle; Nelson-Siegel model; Semiparametric modeling.;All these keywords.
JEL classification:
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- J11 - Labor and Demographic Economics - - Demographic Economics - - - Demographic Trends, Macroeconomic Effects, and Forecasts
NEP fields
This paper has been announced in the following NEP Reports:- NEP-AGE-2022-07-18 (Economics of Ageing)
- NEP-DEM-2022-07-18 (Demographic Economics)
- NEP-FOR-2022-07-18 (Forecasting)
- NEP-MAC-2022-07-18 (Macroeconomics)
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