<p>If anyone ever wonders the same, I´ve just tried weighting the monthly parameters and that leads to the correct interest rates :) you take 1 / 12 * ∑ (12 values of the respective parameter for the respective year). The answer was way easier than I thought :D</p>

CC BY-SA 4.0
2020-06-22T15:45:14.300Z
2020-06-22T15:45:14.300Z
Amy
<p>I am a college student and I have recently learned about Nelson-Siegel-Svensson method which is used by the German Federal Bank to determine the yield curve. I have to generate yield curves of different shapes using historical data (<span class="math-container">$\beta_0$</span>, <span class="math-container">$\beta_1$</span>, <span class="math-container">$\beta_2$</span>, <span class="math-container">$\beta_3$</span>, <span class="math-container">$\tau_1$</span> and <span class="math-container">$\tau_1$</span>) which I am free to choose myself.</p>
<p>On the <a href="https://www.bundesbank.de/dynamic/action/en/statistics/time-series-databases/time-series-databases/759784/759784?listId=www_skms_it03c" rel="nofollow noreferrer">website</a> of the German Federal Bank I see the monthly and daily estimated parameters for the period from September 1972 until today. I have the formula but I am not sure which numbers to use. Could somebody please explain to me, whether the monthly estimated parameters are suitable to generate an yield curve for the next 10 years?</p>
<p>I am sorry if the question is too easy. I would be very grateful, if anyone could help me to understand which parameters I can use.</p>

CC BY-SA 4.0
2020-06-19T16:04:21.463Z
Love the profile pic. Please make the life of would be answerers easier by linking to the site with the estimated parameters.
Giskard
CC BY-SA 4.0
2020-06-19T16:25:42.803Z
Thank you:) here is the link: https://www.bundesbank.de/dynamic/action/en/statistics/time-series-databases/time-series-databases/759784/759784?listId=www_skms_it03c
Amy
<macroeconomics><finance><data><germany><yield-curve>
Nelson-Siegel-Svensson parameters provided by the Bundesbank
Amy
# Nelson-Siegel-Svensson parameters provided by the Bundesbank

(Asked by: username_0 on 2020-06-19)

I am a college student and I have recently learned about Nelson-Siegel-Svensson method which is used by the German Federal Bank to determine the yield curve. I have to generate yield curves of different shapes using historical data ($\beta\_0$, $\beta\_1$, $\beta\_2$, $\beta\_3$, $\tau\_1$ and $\tau\_1$) which I am free to choose myself.

On the [website](https://www.bundesbank.de/dynamic/action/en/statistics/time-series-databases/time-series-databases/759784/759784?listId=www_skms_it03c) of the German Federal Bank I see the monthly and daily estimated parameters for the period from September 1972 until today. I have the formula but I am not sure which numbers to use. Could somebody please explain to me, whether the monthly estimated parameters are suitable to generate an yield curve for the next 10 years?

I am sorry if the question is too easy. I would be very grateful, if anyone could help me to understand which parameters I can use.

**Tags:** macroeconomics, finance, data, germany, yield-curve

> **Comments:**
> **username_1**: Love the profile pic. Please make the life of would be answerers easier by linking to the site with the estimated parameters.  
> **username_0**: Thank you:) here is the link: https://www.bundesbank.de/dynamic/action/en/statistics/time-series-databases/time-series-databases/759784/759784?listId=www_skms_it03c  

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## 1 answers

### Answer by username_0 on 2020-06-22. Score: 3

If anyone ever wonders the same, I´ve just tried weighting the monthly parameters and that leads to the correct interest rates :) you take 1 / 12 \* ∑ (12 values of the respective parameter for the respective year). The answer was way easier than I thought :D


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