Autonomous Factor Forecast Quality: The Case of the Eurosystem
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Keywords
WP; autonomous factor; liquidity manager; refinancing operation; market segmentation; central banking; operational frameworks; autonomous factors; forecasting; evaluation; forecast error; balance sheet development; ECB estimate; Liquidity; Open market operations; Exchange rate arrangements; Money markets; Central bank accounting; Global;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MON-2021-02-01 (Monetary Economics)
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