Predicting interest rates: a comparison of professional and market- based forecasts
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References listed on IDEAS
- Litterman, Robert B, 1986. "A Statistical Approach to Economic Forecasting," Journal of Business & Economic Statistics, American Statistical Association, vol. 4(1), pages 1-4, January.
- Victor Zarnowitz, 1983. "Rational Expectations and Macroeconomic Forecasts," NBER Working Papers 1070, National Bureau of Economic Research, Inc.
- Michael T. Belongia & G. J. Santoni, 1984. "Hedging interest rate risk with financial futures: some basic principles," Review, Federal Reserve Bank of St. Louis, issue Oct, pages 15-25.
- Belongia, Michael T & Sheehan, Richard G, 1987. "The Informational Efficiency of Weekly Money Announcements: An Econometric Critique," Journal of Business & Economic Statistics, American Statistical Association, vol. 5(3), pages 351-356, July.
- Richard G. Sheehan, 1985. "Weekly money announcements: new information and its effects," Review, Federal Reserve Bank of St. Louis, issue Aug, pages 25-34.
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- Timothy Cook & Thomas Hahn, 1990. "Interest rate expectations and the slope of the money market yield curve," Economic Review, Federal Reserve Bank of Richmond, issue Sep, pages 3-26.
- Richard Deaves, 1996. "Forecasting Canadian Short-Term Interest Rates," Canadian Journal of Economics, Canadian Economics Association, vol. 29(3), pages 615-634, August.
- Laws, Jason & Thompson, John, 2004. "The efficiency of financial futures markets: Tests of prediction accuracy," European Journal of Operational Research, Elsevier, vol. 155(2), pages 284-298, June.
- Frederik Kunze & Mario Gruppe, 2014. "Performance of Survey Forecasts by Professional Analysts: Did the European Debt Crisis Make it Harder or Perhaps Even Easier?," Social Sciences, MDPI, Open Access Journal, vol. 3(1), pages 1-12, February.
- R. W. Hafer & Scott E. Hein, 1989. "Comparing futures and survey forecasts of near-term Treasury bill rates," Review, Federal Reserve Bank of St. Louis, issue May, pages 33-42.
- repec:eee:intfin:v:48:y:2017:i:c:p:192-205 is not listed on IDEAS
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KeywordsInterest rates ; Forecasting;
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