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. |
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| Authors: | Olszewski, Maciej M. |
| Source: | Statistical Review / Przegląd Statystyczny. 2026, Vol. 73 Issue 2, p16-34. 19p. |
| Database: | Mathematics Source |
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