Forecasting the term structure when short-term rates are near zero

Mathematics

• Term Structure 100%
• Forecasting 80%
• Interest Rates 44%
• Forecast 41%
• Horizon 37%
• Zero 35%
• Slope 33%
• Regression 27%
• Government 23%
• Model 23%
• Principal Components 19%
• Autoregressive Model 19%
• Random walk 15%
• Curve 10%
• Performance 10%
• Term 9%

Business & Economics

• Term Structure 75%
• Nelson-Siegel Model 72%
• Interest Rates 33%
• Short Interest 33%
• Random Walk Model 30%
• Short-term Interest Rates 27%
• Bond Yields 27%
• Yield Curve 27%
• Government Bonds 26%
• Principal Components 26%
• Autoregressive Model 26%
• Out-of-sample Forecasting 25%
• Performance 8%