Assessing robustness of G-ADTSMs

August 2012
Bank of England Quarterly Bulletin;2012 3rd Quarter, Vol. 52 Issue 3, p221
Academic Journal
The article focuses on a research that has led to a drastic reduction in the computational time required for estimating Gaussian affine dynamic term structure models (G-ADTSMs). It mentions that the reserach has made easy to estimate several models with different specifications, sample periods and combinations of surveys and restrictions on risk premia. It further presents a chart that shows greater uncertainty about the decomposition for the first half of the sample.


Related Articles

  • WEB POLL RESULTS:.  // Treasury & Risk;Sep2010, p10 

    A chart is presented that depicts the results of a Web poll about banking in the U.S.

  • Survey Question of the Month.  // ABA Banking Journal;Jun2011, Vol. 103 Issue 6, p57 

    A chart is presented that shows the results of a survey which asked bankers where they have obtained new regulatory compliance during the past two years.

  • MONETARY S???IS?ICS February 2013.  // Monetary Statistics (Bulgarian National Bank);Feb2013, preceding p1 

    The article presents information on a monetary survey which has been carried out by the Bulgaria National Bank (BNB) located in Republic of Bulgaria. It informs that the analytical reporting of the BNB and other micro finance institutions (MFIs) have been presented in the form of tables. Several...

  • BANKING ON CUSTOMERS.  // 4Ps Business & Marketing;Aug2013, Vol. 8 Issue 8, p16 

    Several charts are presented depicting the findings of a survey which aims to determine if customers in India are satisfied with their banks.

  • Poll Results: Can Big Banks Truly Innovate?  // Americanbanker.com;3/27/2015, p1 

    A chart is presented which depicts the results of a poll concerning the capacity of big banks in the U.S. to innovate.

  • Treasurers Feel the Squeeze.  // Treasury & Risk;Sep2008, p36 

    Several charts are presented that show the results of the 2008 Cash Management Survey conducted by the periodical "Treasury & Risk," which include the best banks in cash management services over $500 million, annual revenues of respondents and percentage of respondents who said they were...

  • Mobile Banking spurs Purchases.  // U.S. Banker;Jun2011, Vol. 121 Issue 6, p15 

    The article presents bar graphs that show the result of the survey conducted by Aite Group LLC among mobile users such as the percentage of consumers who buy through mobile and the average number of mobile purchased for the fourth quarter (4Q) of 2010.

  • On Hooks of Skew Young Diagrams and Bars in Shifted Diagrams. Bessenrodt, Christine // Annals of Combinatorics;2001, Vol. 5 Issue 1, p37 

    Illustrating the effectiveness of the methods introduced in [1] we investigate here hooks in skew Young diagrams and bars in shifted diagrams; this is partially motivated by recent work by Regev. In particular, we provide short combinatorial proofs for refined identities on multisets of hooks in...

  • U.S. Ranks 16th of 97 Countries in Subjective Well-Being.  // Advocate (American Mental Health Counselors Association);Apr2012, Vol. 35 Issue 3, p16 

    A chart is presented that lists the ranking of countries according to World Value Surveys.


Read the Article


Sorry, but this item is not currently available from your library.

Try another library?
Sign out of this library

Other Topics