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Using some data from, at least three points on an interest rate yield curve derive...

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Finance

Using some data from, at least three points on an interest rate yield curve derive the common factors underlying the original data. How would you choose the appropriate number of factors to use in a forecasting model and how would you build a factor augmented VAR.

Requirements:

1) use EViews to do so

2) you can use suitable data from any source

3) show your working process

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