Are outcomes driving expectations or the other way around? : an I(2) CVAR analysis of interest rate expectations in the dollar/pound market
Year of publication: |
2018
|
---|---|
Authors: | Jusélius, Katarina ; Stillwagon, Josh R. |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 83.2018, p. 93-105
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Subject: | Exchange rates | Survey forecasts | Speculative bubbles | Expectations | Imperfect knowledge | I(2) CVAR | Erwartungsbildung | Expectation formation | Zins | Interest rate | Rationale Erwartung | Rational expectations | Schätzung | Estimation | Spekulationsblase | Bubbles | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Prognose | Forecast |
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