Yield curve forecasting using the Nelson-Siegel model. A comparison of ARIMA, VAR and Random Forest approaches -- evidence from the USA.

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Bibliographic Details
Title:	Yield curve forecasting using the Nelson-Siegel model. A comparison of ARIMA, VAR and Random Forest approaches -- evidence from the USA.
Authors:	Olszewski, Maciej M.
Source:	Statistical Review / Przegląd Statystyczny. 2026, Vol. 73 Issue 2, p16-34. 19p.
Database:	Mathematics Source

Description
ISSN:	00332372
DOI:	10.59139/ps.2026.02.2