A quick one; here are the model results for the UK short (3-month) and long (10-year) interest rates (based on this version of the information transfer model using the same fit parameters for the short and long rate, with the long rate model fit as an upper bound):
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Interest rates in the UK
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A quick one; here are the model results for the UK short (3-month) and long (10-year) interest rates (based on this version of the information transfer model using the same fit parameters for the short and long rate, with the long rate model fit as an upper bound):