@article{b86dc2eee06342dbad8cec62ef8933ae,
title = "Forecasting the Term Structure of Philippine Interest Rates Using the Dynamic Nelson-Siegel Model",
keywords = "Yield curve, Nelson-Siegel, forecasting, copula, time series",
author = "Fernandez, {Proceso L} and {De Lara-Tuprio}, {Elvira P} and Bataller, {Ramil T} and Torres, {Allen Dominique D} and Cabral, {Emmanuel A}",
note = "De Lara-tuprio, E. P., Bataller, R. T., Torres, A. D., Cabral, E. A. & Fernandez Jr., P. L.. (2017). Forecasting the Term Structure of Philippine Interest Rates Using the Dynamic Nelson-Siegel Model. DLSU Business & Economics Review, 27(1). Retrieved from http://ejournals.ph/form/cite.php?id=11592",
year = "2017",
month = jan,
day = "1",
language = "American English",
journal = "Department of Information Systems & Computer Science Faculty Publications",
}