Does curvature enhance forecastinga?

Keyphrases

• Diebold 100%
• Nonlinearity 50%
• Volatility 50%
• New Factors 50%
• Low Bias 50%
• Forecast Skill 50%
• Root Mean Square Error 50%
• Fixed Income 50%
• Interest Rates 50%
• Robustness Testing 50%
• Forecast Horizon 50%
• Yield Curve 50%
• Sample Analysis 50%
• Income Data 50%
• Fourth Factor 50%
• Li Model 50%
• Test-based 50%

Economics, Econometrics and Finance

• Volatility 100%
• Yield Curve 100%
• Interest Rate 100%
• Nonlinearity 100%