- Conference paper

Nowman, K.B. and Saltoglu, B. 2003. Forecasting Japanese interest rates: an empirical analysis. *2nd International Conference of the Japan Economic Policy Association.* Nagoya, Japan 29-30 Nov 2003

Title | Forecasting Japanese interest rates: an empirical analysis |
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Authors | Nowman, K.B. and Saltoglu, B. |

Type | Conference paper |

Year | 2003 |

Conference | 2nd International Conference of the Japan Economic Policy Association |

Publication dates | |

Published | 2003 |

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Continuous and discrete time modelling of spillovers in equity and bond markets

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Forecasting overseas visitors into the United Kingdom using continuous time and autoregressive fractional integrated moving average models with discrete data

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Gaussian estimation of continuous time diffusions of UK interest rates

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Rex Bergstrom's contributions to continuous time macroeconometric modelling

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A continuous time econometric model of the United Kingdom with stochastic trends

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Continuous time interest rate models in Japanese fixed income markets

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Ñíguez, T.M. and Nowman, K.B. 2005. Estimating the dynamics of interest rates in the Japanese economy. *Westminster Business School Workshop in Memory of the Late Professor Albert Rex Bergstrom on Continuous Time Econometrics.* London, UK. Dec 2005

Econometric modelling of the Euro using two factor continuous time dynamic interest rate models

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Continuous time dynamic modelling of interest rates in emerging markets

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Continuous time interest rate models in Japanese fixed income markets

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Gaussian estimation of continuous time macroeconomic model of the United Kingdom with unobservable stochastic trends

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Gaussian estimation of a continuous time macroeconomic model of the United Kingdom with unobservable stochastic trends

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Analysis of continuous time models of the euro interbank rate

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A note on Gaussian estimation of the CKLS and CIR models with feedback effects for Japan

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An empirical comparison of interest rates using an interest rate model and nonparametric methods

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Continuous time and nonparametric modelling of U.S. interest rate models

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Modelling commodity prices using continuous time models

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Gaussian estimation and forecasting of multi-factor term structure models with an application to Japan and the United Kingdom

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An international comparison of pricing callable and puttable bonds in interbank financial markets

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Further evidence on the forecasting performance of two factor continuous time interest rate models in international and Asia-Pacific financial markets

Byers, S.L. and Nowman, K.B. 2001. Further evidence on the forecasting performance of two factor continuous time interest rate models in international and Asia-Pacific financial markets. *Managerial Finance.* 27 (1/2), pp. 40-61.

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