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A note on the directional accuracy of interest-rate forecasts
Pierdzioch, Christian - In: Applied economics letters 22 (2015) 13/15, pp. 1073-1077
Persistent link: https://www.econbiz.de/10011312202
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Improving market-based forecasts of short-term interest rates : time-varying stationarity and the predictive content of switching regime-expectations
Ahrens, Ralf - 1999
multi-step out-of-sample forecasting competition. It turns out that forecasts are improved substantially when allowing for …
Persistent link: https://www.econbiz.de/10009768272
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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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How do anticipated changes to short-term market rates influence banks' retail interest rates? : evidence from the four major euro area economies
Banerjee, Anindya; Bystrov, Victor; Mizen, Paul - In: Journal of money, credit and banking : JMCB 45 (2013) 7, pp. 1375-1414
Persistent link: https://www.econbiz.de/10010197460
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Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions
Guillén, Osmani Teixeira de Carvalho; Hecq, Alain W. J.; … - 2013
Persistent link: https://www.econbiz.de/10011455896
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Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions
Guillén, Osmani Teixeira de Carvalho; Hecq, Alain W. J.; … - 2014
Persistent link: https://www.econbiz.de/10011456434
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Central banks’ interest rate projections and forecast coordination
Pierdzioch, Christian; Ruelke, Jan-Christoph - In: The North American journal of economics and finance : a … 28 (2014), pp. 130-137
Persistent link: https://www.econbiz.de/10010460996
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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
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Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions
Guillén, Osmani Teixeira de Carvalho; Hecq, Alain W. J.; … - In: International journal of forecasting 31 (2015) 3, pp. 862-875
Persistent link: https://www.econbiz.de/10011474611
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Explaining the US bond yield conundrum
Bandholz, Harm; Clostermann, Jörg; Seitz, Franz - 2007
model in different forecasting exercises. …
Persistent link: https://www.econbiz.de/10010308389