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Forecast Interest Rates using the Taylor Rule and ARIMA model

  • Shiow-Ying Wen
  • , Cheng-Liang Tsai
  • , Jack HW Penm

    Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

    Original languageEnglish
    Title of host publicationCollaborative Research in Quantitative Finance, Risk Management and Econometrics: Stabilising World Oil Prices
    EditorsRD Terrell, TJ Brailsford, TJ O'Neill, JHW Penm
    Place of PublicationAustralia
    PublisherEvergreen Publishing
    Pages107-20
    Volume1
    Edition1st
    ISBN (Print)0975096125
    Publication statusPublished - 2005

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