@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",
}