no code implementations • 14 Aug 2021 • Sudiksha Joshi
Then, I exploited the structure of the state-space model to forecast the Treasury yields and compared the forecast performance of each model using mean squared forecast error.
1 code implementation • 7 Sep 2020 • Sudiksha Joshi
In this research paper, I have applied various econometric time series and two machine learning models to forecast the daily data on the yield spread.
1 code implementation • 19 Aug 2020 • Sudiksha Joshi
I examined the biases, measurement errors, and other limitations extant in the unemployment and the inflation rate in the Evans Rule.