curve. Most importantly, variation in yield skewness has substantial forecasting power for future bond excess returns, high …-frequency interest rate changes around FOMC announcements, and consensus survey forecast errors for the ten-year Treasury yield. The …-term Treasury yields starting in late 2020. The connection between skewness, survey forecast errors, excess returns, and departures …

This paper explores a range of different forecast methods for Brent oil prices and analyses their performance relative … across forecast horizons. To address this instability, we propose a forecast combination for predicting quarterly real Brent … generates forecasts whose performance is robust over time. The improvements in forecast accuracy and stability are noticeable in …

avenue to measure and forecast regional economic activity. …

the state of the economy and the policy outlook, but only every second decision by a published interest rate forecast. We … announcements that include an interest rate forecast lead to very similar market reactions across the yield curve as announcements …

structure can help predict interest rates and excess bond returns. We demonstrate that the statistical tests that have been used … slope of the yield curve are robust predictors of excess bond returns, and there is no robust and convincing evidence for …