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Citation: Jungbacker, Borus et al., Smooth dynamic factor analysis with application to the US term structure of interest rates, Journal of applied econometrics , 29(1), 2014, pp. 65-90

Authors: Van Dijk, Dick Koopman, Siem Jan Van Der Wel, Michel Wright, Jonathan H.

Citation: Van Dijk, Dick et al., Forecasting interest rates with shifting endpoints, Journal of applied econometrics , 29(5), 2014, pp. 693-712