Baghestani, Hamid - In: Cogent economics & finance 7 (2019) 1, pp. 1-12
include the SPF forecasts of US 10-year Treasury rate (TBR), Moody's Aaa corporate bond rate (Aaa), CPI inflation, and real … SPF inflation (but not growth) forecasts. Such findings point to the potential usefulness of SPF inflation forecasts in … improving the accuracy of SPF and random walk forecasts of TBR and Aaa. Further results indicate that changes in SPF inflation …