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Heterogeneous expectations among professional forecasters

Conrad, Christian; Lahiri, Kajal - 2023

Macroeconomic expectations of various economic agents are characterized by substantial cross-sectional heterogeneity …. In this paper, we focus on expectations heterogeneity among professional forecasters. We first present stylized facts and … evidence based on the ZEW Financial Market Survey, covering the behavior of expectations heterogeneity during the recent surge …

Persistent link: https://www.econbiz.de/10014472058

An investigation into the uncertainty revision process of professional forecasters

Clements, Michael P.; Rich, Robert W.; Tracy, Joseph S. - 2023

Persistent link: https://www.econbiz.de/10014375158

Zinsstruktur und Zinsprognose : theoretische Beziehungen und empirische Evidenzen für die Bundesrepublik Deutschland

Anker, Peter - 1993

Persistent link: https://www.econbiz.de/10013420387

Monetary policy and short-term interest rates : an efficient markets-rational expectations approach

Mishkin, Frederic S. - 1981

Persistent link: https://www.econbiz.de/10002494107

Zero-interest-rate policy, the foreward-rate curve and policy-duration effect

Fujiki, Hiroshi; Shiratsuka, Shigenori - In: Japan's economic recovery : commercial policy, monetary …, (pp. 341-372). 2003

Persistent link: https://www.econbiz.de/10001762401

Rational expectations, inflation and the nominal interest rate

Crockett, Jean A. - 1995

Persistent link: https://www.econbiz.de/10000906009

Monetary Policy and Short-Term Interest Rates : An Efficient Markets-Rational Expectations Approach

Mishkin, Frederic S. - 2021

efficient markets-rational expectations theory to analyze empirically the relationship of money supply growth and short- term …

Persistent link: https://www.econbiz.de/10013226572

The Impact of monetary policy on yield curve expectations

Boeck, Maximilian; Feldkircher, Martin - In: Journal of economic behavior & organization : JEBO 191 (2021), pp. 887-901

Persistent link: https://www.econbiz.de/10013186638

Monetary Policy and Short-Term Interest Rates : An Efficient Markets-Rational Expectations Approach

Mishkin, Frederic S. - 1981

efficient markets-rational expectations theory to analyze empirically the relationship of money supply growth and short- term …

Persistent link: https://www.econbiz.de/10012478425

A Shadow Rate Model of Intermediate-Term Policy Rate Expectations

Priebsch, Marcel - 2020

This note introduces a shadow rate term structure model based on OIS rates and surveys to quantify federal funds rate expectations and term premiums over horizons ranging from one month to five years. The model implies that term premiums vary over time and can be substantial in magnitude, even...

Persistent link: https://www.econbiz.de/10014092017