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Showing 1 to 1 of 1 for “"Impulse Response Factor"”.
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Yield Curves and Macro Variables Interactions and Predictions
… and macro variables based on: Granger Causality, Impulse Response Function and Variance Decomposition. Afterwards, we predicted yield curves based on ANN Regression Multitask learning, and lastly, we predicted our five macro variables based on three different ANN Classifiers, in order to …