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Directional accuracy tests of long-term interest rate forecasts

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Greer, Mark
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Article provided by Elsevier in its journal International Journal of Forecasting.

Volume (Year): 19 (2003)
Issue (Month): 2 ()
Pages: 291-298
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Handle: RePEc:eee:intfor:v:19:y:2003:i:2:p:291-298

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  1. Christian Dreger & Georg Stadtmann, 2008. "What drives heterogeneity in foreign exchange rate expectations: insights from a new survey," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 13(4), pages 360-367. [Downloadable!]
  2. Christian Dreger & Georg Stadtmann, 2006. "What Drives Heterogeneity in Foreign Exchange Rate Expectations: Deep Insights from a New Survey," Discussion Papers of DIW Berlin 624, DIW Berlin, German Institute for Economic Research. [Downloadable!]
  3. Jose Vicente & Benjamin M. Tabak, 2007. "Forecasting Bonds Yields in the Brazilian Fixed Income Market," Working Papers Series 141, Central Bank of Brazil, Research Department. [Downloadable!]
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  4. Andres Vesilind & Toivo Kuus, 2005. "Application of investment models in foreign exchange reserve management in Eesti Pank," Bank of Estonia Working Papers 2005-6, Bank of Estonia, revised 10 Oct 2005. [Downloadable!]
  5. Karlyn Mitchell & Douglas K. Pearce, 2004. "Professional Forecasts of Interest Rates and Exchange Rates: Evidence from the Wall Street Journal's Panel of Economists," Working Paper Series 004, North Carolina State University, Department of Economics. [Downloadable!]
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  6. Oliver Blaskowitz & Helmut Herwartz, 2008. "Testing directional forecast value in the presence of serial correlation," SFB 649 Discussion Papers SFB649DP2008-073, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]
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