Rui Liu

University of Houston - C.T. Bauer College of Business

Houston, TX 77204-6021

United States

SCHOLARLY PAPERS

2

DOWNLOADS

230

CITATIONS

0

Scholarly Papers (2)

1.

Macroeconomic Determinants of the Term Structure: Long-Run and Short-Run Dynamics

Number of pages: 64 Posted: 07 Feb 2015 Last Revised: 22 Sep 2016
Hitesh Doshi, Kris Jacobs and Rui Liu
University of Houston - C.T. Bauer College of Business, University of Houston - C.T. Bauer College of Business and University of Houston - C.T. Bauer College of Business
Downloads 67 (161,493)

Abstract:

term structure; inflation; real activity growth; long-run component; filtering

2.

Information in the Term Structure: A Forecasting Perspective

Number of pages: 58 Posted: 23 May 2015 Last Revised: 23 Nov 2016
Hitesh Doshi, Kris Jacobs and Rui Liu
University of Houston - C.T. Bauer College of Business, University of Houston - C.T. Bauer College of Business and University of Houston - C.T. Bauer College of Business
Downloads 31 (254,171)

Abstract:

term structure; forecasting; loss function; state variables; hidden factor