@data{jae.2022321.0723773817, author = {Hevia, Constantino and Gonzalez-Rozada, Martin and Sola, Martin and Spagnolo, Fabio}, publisher = {ZBW - Leibniz Informationszentrum Wirtschaft}, title = {estimating-and-forecasting-the-yield-curve-using-a-markov-switching-dynamic-nelson-and-siegel-model}, year = {2015}, version = {1}, url = {https://journaldata.zbw.eu/dataset/estimating-and-forecasting-the-yield-curve-using-a-markov-switching-dynamic-nelson-and-siegel-model}, doi = "10.15456/jae.2022321.0723773817" }