Modeling and forecasting short‐term interest rates: The benefits of smooth regimes, macroeconomic variables, and bagging

B-Tier
Journal: Journal of Applied Econometrics
Year: 2011
Volume: 26
Issue: 6
Pages: 999-1022

Authors (2)

Francesco Audrino (Universität St. Gallen) Marcelo C. Medeiros (University of Illinois at Urba...)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

View on IDEAS/RePEc

Technical Details

RePEc Handle
repec:wly:japmet:v:26:y:2011:i:6:p:999-1022
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-24