var-forecasting

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mauep2025 / Forecasting-the-Yield-Curve

The aim of this code is to show the preliminary results of the forecast for the term structure (with different maturities) of the Mexican government bonds using different types of models.

time-series mexico yield-curve macroeconomics arima-forecasting svar forecasting-model var-forecasting

Updated Mar 29, 2020
MATLAB

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var-forecasting

Here is 1 public repository matching this topic...

mauep2025 / Forecasting-the-Yield-Curve

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