Browsing BI Open by Author "Vedvik, Jan Ove"
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Forecasting the U.S. Treasury Yield Curve using Targeted Diffusion Indices
Piene, Fredrik Bergh; Vedvik, Jan Ove (Master thesis, 2020)We investigate possible empirical linkages between variation in the U.S. Treasury yield curve and several measures of economic and financial activity by the methodology targeted diffusion index forecasting. First, we ...