The Expectations Theory of the Term Structure and Short-term Interest Rates in Australia The expectations theory of the term structure of interest rates states that the yields on financial assets of different maturities are related primarily by market expectations of future yields. The expectations theo...
David Beckworth
In recent years, transformer-based models have gained prominence in multivariate long-term time series forecasting (LTSF), demonstrating significant advancements despite facing challenges such as high computational demands, difficulty in capturing temporal dynamics, and managing long-term dependencies. The em...
What was Switzerland's Long Term Interest Rate in Dec 2024? Switzerland Bond Yield: 10 Years was reported at 0.32 % pa in Dec 2024, compared with 0.29 % pa in the previous month. See the table below for more data.Last Previous Min Max Unit Frequency Range 0.32 Dec 2024 0.29 Nov ...
What is the long-range forecast for mortgage rates? Predicting the future of mortgage rates is a difficult business. There are myriad factors that go into determining the mortgage rate environment, including the federal interest rates set by the Federal Reserve, the state of the economy and the...
"Beating the random walk: A performance assessment of long-term interest rate forecasts". In: Applied Financial Economics 23.9, pp. 749-765.den Butter, F., Jansen, P., 2013. Beating the random walk: a performance assessment of long-term interest rate forecasts. Appl. Financ. Econ. 23, ...
Australia, Singapore, Malaysia, Korea and India, to or for the benefit of United States persons (being residents of the United States of America or partnerships or corporations organised under the laws of the United States of America or any state, territory or possession thereof) and persons of...
The Latin America region is expected to grow at the fastest rate during the forecast period. A rising aging population, coupled with an increasing prevalence of chronic diseases, has amplified the demand for comprehensive and specialized long-term care services. Moreover, governments in the region ...
which aids in retaining the basin-wide long-term high mean sea level in the northern Bay of Bengal, whereas the halosteric sea level is decreasing at a rate of −0.1 ± 0.03 mm/year, correlating negatively with the mean sea-level and hence compensating for the increasing rate of sea lev...
Moreover, the forecast of the stock market indices for the other considered regions has a high precision (RMSE and MAE averages in the test set are 17.46 and 12.73, respectively). For these indices, our LSTM network has thus succeeded in reproducing the long-term dependencies of the sequence...