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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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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
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  Data: 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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        Value: 10.59139/ps.2026.02.2
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      – Code: eng
        Text: English
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        PageCount: 19
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      – TitleFull: 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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              Text: 2026
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