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International evidence on professional interest rate forecasts : the impact of forecasting ability

Cukierman, Alex; Lustenberger, Thomas - 2018

Persistent link: https://www.econbiz.de/10011912703

Global bond risk premia under falling stars

Zhang, Yugui; Zhu, Jie; Zhu, Xiaoneng - In: Finance research letters 42 (2021), pp. 1-9

Persistent link: https://www.econbiz.de/10014580460

Do GDP forecasts respond efficiently to changes in interest rates?

Croushore, Dean Darrell; Marsten, Katherine - 2016

Persistent link: https://www.econbiz.de/10011541067

Forecast uncertainties in macroeconometric modelling : an application to the UK economy

Pesaran, M. Hashem - 2000

This paper argues that probability forecasts convey information on the uncertainties that surround macroeconomic forecasts in a manner which is straightforward and which is preferable to other alternatives, including the use of confidence intervals. Probability forecasts relating to UK output...

Persistent link: https://www.econbiz.de/10009781626

A note on the (continued) ability of the Yield Curve to forecast economic downturns in South Africa

Botha, Ferdi; Keeton, Gavin - In: The South African journal of economics 82 (2014) 3, pp. 468-473

Persistent link: https://www.econbiz.de/10010502155

Interest rate forecasts in times of financial crisis : what might be interesting to know?

Kunze, Frederik; Kramer, Jens; Rudschuck, Norman - In: European journal of political economy 34 (2014), pp. 45-52

Persistent link: https://www.econbiz.de/10011283954

IW financial expert survey : second quarter 2020

Demary, Markus; Hasenclever, Stefan - 2020

Pessimism related to the outbreak of the Coronavirus Disease 2019 and its development in 2020 determines the experts’ predictions for the second and third quarter of 2020. The pessimistic outlook can be inferred from the downward revisions of the experts’ forecasts. More downward revisions...

Persistent link: https://www.econbiz.de/10012221080

Combining term structure of interest rate forecasts : the Brazilian case

Araújo, Rafael Cavalcanti de; Cajueiro, Daniel Oliveira - In: Economia : revista da ANPEC 14 (2013) 2, pp. 102-121

forecast model that dominates all competitors. Focusing on Brazilian data, this paper aims to identify the existence of … models may vary over time. The problems of using individual models may be reduced by applying forecast combining schemes. The … empirical results show consistent forecast gains of combining schemes over time. In particular, the longer the forecast horizon …

Persistent link: https://www.econbiz.de/10011864807

Forecasting European interest rates in times of financial crisis : what insights do we get from international survey forecasts?

Kunze, Frederik; Wegener, Christoph; Bizer, Kilian; … - In: Journal of international financial markets, … 48 (2017), pp. 192-205

Persistent link: https://www.econbiz.de/10011892352

Do interest-rate forecasters herd? : international evidence

Pierdzioch, Christian; Ruelke, Jan-Christoph - In: Applied economics letters 21 (2014) 1/3, pp. 93-98

Persistent link: https://www.econbiz.de/10010238225

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