Journal of Applied Econometrics Data Archive

Constantino Hevia, Martin Gonzalez-Rozada, Martin Sola, and Fabio Spagnolo, "Estimating and Forecasting the Yield Curve Using a Markov Switching Dynamic Nelson and Siegel Model", Journal of Applied Econometrics, Vol. 30, No. 6, 2015, pp. 987-1009.

• Readme file
• hgss-data.xlsx
• hgss-data.zip

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