|Statement||by Richard Luger.|
|Series||Bank of Canada working paper -- 2004-2, Working paper (Bank of Canada) -- 2004-2.|
|Contributions||Bank of Canada.|
|The Physical Object|
|Pagination||v, 28 p. ;|
|Number of Pages||28|
If you are interested in the term structure of interest rates, the book "Exact Tests of Equal Forecast Accuracy with an Application to the Term Structure of Interest Rates" by Richard Luger is a must-read. Published in 2004, this book offers valuable insights into forecasting accuracy and its application to the field of interest rates.
Forecast accuracy plays a vital role in financial decision-making. It helps investors and analysts understand the future direction of interest rates, enabling them to make informed decisions regarding borrowing, lending, and investment. The book by Richard Luger explores the importance of exact tests of equal forecast accuracy to gain a deeper understanding of the term structure of interest rates.
Exact tests of equal forecast accuracy refer to statistical methods used to compare the forecast performance of different models. In the context of the term structure of interest rates, these tests allow researchers to determine the accuracy of various forecasting models and analyze their implications for the financial market. Richard Luger's book provides an in-depth exploration of these tests, offering readers the opportunity to apply them to interest rate forecasting.
The term structure of interest rates refers to the relationship between the maturity dates of fixed-income securities and their corresponding yields. It provides important information about market expectations and reflects investors' perception of future interest rate movements. Luger's book specifically focuses on applying exact tests of equal forecast accuracy to the term structure of interest rates, allowing readers to better understand and analyze this complex relationship.
Written by Richard Luger, an expert in the field of forecasting and interest rates, this book offers several key features:
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"Exact Tests of Equal Forecast Accuracy with an Application to the Term Structure of Interest Rates" by Richard Luger is an essential read for anyone interested in forecasting accuracy and its application to the term structure of interest rates. With its valuable insights and practical examples, this book offers a comprehensive understanding of exact tests of equal forecast accuracy and their implications for interest rate forecasting.