Call Money Rate
Univariate Models Fig 1.1A: 1-week-ahead Forecasts 
Fig 1.2A: 4-week-ahead Forecasts 
Fig 1.3A: 12-week-ahead Forecasts 
Call Money Rate
Multivariate Models Fig 2.1A: 1-week-ahead Forecasts 
Fig 2.2A: 4-week-ahead Forecasts 
Fig 2.3A: 12-week-ahead Forecasts 
Call Money Rate
';Best'; Univariate vs. ';Best'; Multivariate Model Fig 3.1A: 1-week-ahead Forecasts 
Fig 3.2A: 4-week-ahead Forecasts 
Fig 3.3A: 12-week-ahead Forecasts 
TB 15-91
Univariate Models Fig 1.1B: 1-week-ahead Forecasts 
Fig 1.2B: 4-week-ahead Forecasts 
Fig 1.3B: 12-week-ahead Forecasts 
TB 15-91
Multivariate Models Fig 2.1B: 1-week-ahead Forecasts 
Fig 2.2B: 4-week-ahead Forecasts 
Fig 2.3B: 12-week-ahead Forecasts 
TB 15-91
';Best'; Univariate vs. ';Best'; Multivariate Model Fig 3.1B: 1-week-ahead Forecasts 
Fig 3.2B: 4-week-ahead Forecasts 
Fig 3.3B: 12-week-ahead Forecasts 
GSec 1
Univariate Models Fig 1.1C: 1-week-ahead Forecasts 
Fig 1.2C: 4-week-ahead Forecasts 
Fig 1.3C: 12-week-ahead Forecasts 
GSec 1
Multivariate Models Fig 2.1C: 1-week-ahead Forecasts 
Fig 2.2C: 4-week-ahead Forecasts 
Fig 2.3C: 12-week-ahead Forecasts 
GSec 1 ';Best'; Univariate vs. ';Best'; Multivariate Model Fig 3.1C: 1-week-ahead Forecasts 
Fig 3.2C: 4-week-ahead Forecasts 
Fig 3.3C: 12-week-ahead Forecasts 
GSec 5
Univariate Models Fig 1.1D: 1-week-ahead Forecasts 
Fig 1.2D: 4-week-ahead Forecasts 
Fig 1.3D: 12-week-ahead Forecasts 
GSec 5
Multivariate Models Fig 2.1D: 1-week-ahead Forecasts 
Fig 2.2D: 4-week-ahead Forecasts 
Fig 2.3D: 12-week-ahead Forecasts 
GSec 5
';Best'; Univariate vs. ';Best'; Multivariate Model Fig 3.1D: 1-week-ahead Forecasts 
Fig 3.2D: 4-week-ahead Forecasts 
Fig 3.3D: 12-week-ahead Forecasts 
GSec 10
Univariate Models Fig 1.1E: 1-week-ahead Forecasts 
Fig 1.2E: 4-week-ahead Forecasts 
Fig 1.3E: 12-week-ahead Forecasts 
GSec 10
Multivariate Models Fig 2.1E: 1-week-ahead Forecasts 
Fig 2.2E: 4-week-ahead Forecasts 
Fig 2.3E: 12-week-ahead Forecasts 
GSec 10
';Best'; Univariate vs. ';Best'; Multivariate Model Fig 3.1E: 1-week-ahead Forecasts 
Fig 3.2E: 4-week-ahead Forecasts 
Fig 3.3E: 12-week-ahead Forecasts 
Out-of-sample forecasts: From 25th Jan to 27th Sep 2002 Call Money Rate Fig: 4A 
TB 15-91 Fig: 4B 
GSec 1 Fig: 4C 
GSec 5 Fig: 4D 
GSec 10 Fig: 4E 
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