Question: Update the data set 5-year constant maturity yield on Treasury securities in section 6.3.1. Conduct a similar analysis to that in section 6.3.1: propose an

Update the data set "5-year constant yield on Treasury securities" in section 6.3.1. Conduct a similar analysis to that in section 6.3.1: propose an MA process, estimate an MA model, and forecast at several horizons. What differ-ences or similarities do you find?

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In Figure 9 we have updated the monthly time series of the 5year constant maturity yield on US Treasury securities the sample runs from April 1953 to ... View full answer

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