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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

On the herding instinct of interest rate forecasters

Bewley, Ronald A.; Fiebig, Denzil G. - In: Empirical economics : a journal of the Institute for … 27 (2002) 3, pp. 403-425

Persistent link: https://www.econbiz.de/10001685238

Testing for the rationality of central bank interest rate forecasts

Frenkel, Michael; Jung, Jin-Kyu; Ruelke, Jan-Christoph - In: Empirical economics : a quarterly journal of the … 62 (2022) 3, pp. 1037-1078

Persistent link: https://www.econbiz.de/10012819522

Do GDP Forecasts Respond Efficiently to Changes in Interest Rates?

Croushore, Dean - 2016

In this paper, we examine and extend the results of Ball and Croushore (2003) and Rudebusch and Williams (2009), who show that the output forecasts in the Survey of Professional Forecasters (SPF) are inefficient. Ball and Croushore show that the SPF out-put forecasts are inefficient with respect...

Persistent link: https://www.econbiz.de/10012988121

An evaluation of private forecasts of interest rate targets in Brazil

Baghestani, Hamid; Marchon, Cassia - In: Economics letters 115 (2012) 3, pp. 352-355

Persistent link: https://www.econbiz.de/10009631610

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

Forecast rationality and monetary policy frameworks : evidence from UK interest rate forecasts

Georgios Chortareas, Georgios; Boonlert Jitmaneeroj; … - In: Journal of international financial markets, … 22 (2012) 1, pp. 209-231

Persistent link: https://www.econbiz.de/10009540826

Interest rate forecasts in Latin America

Filiz, Ibrahim; Judek, Jan René; Lorenz, Marco; … - 2020

Persistent link: https://www.econbiz.de/10012498968

Growth forecasts and news about monetary policy

Karnaukh, Nina - 2020

We find that 30-minute changes in bond yields around scheduled Federal Open Market Committee (FOMC) announcements are … predicts a contractionary policy news shock (positive change in bond yields), a negative GDP growth revision predicts an … expansionary policy news shock (negative change in bond yields). Failing to account for this predictability biases the estimates of …

Persistent link: https://www.econbiz.de/10012388387

Some observations on forecasting and policy

Wright, Jonathan H. - In: International journal of forecasting 35 (2019) 3, pp. 1186-1192

Persistent link: https://www.econbiz.de/10012305245