With the data from Exercise 5, build a forecasting model to forecast the 1, 2,... and 6-step-ahead

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With the data from Exercise 5, build a forecasting model to forecast the 1, 2,... and 6-step-ahead forecasts of long- and short-term interest rates.

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Forecasting for Economics and Business

ISBN: 978-0131474932

1st edition

Authors: Gloria Gonzalez Rivera

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Question Posted: Feb 25, 2016 06:20 AM

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With the data from Exercise 5, build a forecasting model to forecast the 1, 2,... and 6-step-ahead

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Since the series are cointegrated we proceed to estimate a vector error correction model The estimat...View the full answer

Forecasting for Economics and Business

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