Decision-Based Forecast Evaluation of UK Interest Rate Predictability*
Year of publication: |
2010-03
|
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Authors: | Hall, Stephen ; Sirichand, Kavita |
Institutions: | Department of Economics, Leicester University |
Subject: | Density Forecasting | Interest rate Predictability | Parameter Uncertainty and Decision-Based Forecast Evaluation |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 10/09 |
Classification: | C32 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; E47 - Forecasting and Simulation ; G11 - Portfolio Choice |
Source: |
-
Economic Value of Stock and Interest Rate Predictability in the UK
Hall, Stephen, (2010)
-
Decision-based forecast evaluation of UK interest rate predictability
Hall, Stephen G., (2010)
-
FOMC Forecasts of Macroeconomic Risks
Dowd, Kevin, (2004)
- More ...
-
Economic Value of Stock and Interest Rate Predictability in the UK
Hall, Stephen, (2010)
-
Fractional integration and the volatility of UK interest rates
Coleman, Simeon, (2011)
-
The Nonexistence of Instrumental Variables
Hall, Stephen, (2011)
- More ...