This IFG Progress Digest is the follow-up of Economic Bulletin (EB) – Issue 44 Indonesia’s Yield Curve In 2024: Machine Learning & Dynamic Nelson Siegel (DNS) Model where we explore as to how macroeconomic shocks influence government bond yield;

We found that our four estimation scenarios for 10-year government bond yield do indeed align with our previous baseline scenarios with the worst number revolve around 7.2%. Regular updates of our predictions will be available at this website