Comparing futures and survey forecasts of near-term Treasury bill rates
No abstract is available for this item.
Volume (Year): (1989)
Issue (Month): May ()
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References listed on IDEAS
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- Schmidt, P., 1988. "Dickey-Fuller Tests With Drift," Papers 8717, Michigan State - Econometrics and Economic Theory.
- S. Scott MacDonal & Richard L. Peterson & Timothy W. Koch, 1988. "Using futures to improve treasury bill portfolio performance," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 8(2), pages 167-184, 04.
- White, Halbert, 1980. "A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity," Econometrica, Econometric Society, vol. 48(4), pages 817-838, May.
- Ashley, R & Granger, C W J & Schmalensee, R, 1980. "Advertising and Aggregate Consumption: An Analysis of Causality," Econometrica, Econometric Society, vol. 48(5), pages 1149-1167, July.
- Michael T. Belongia, 1987. "Predicting interest rates: a comparison of professional and market- based forecasts," Review, Federal Reserve Bank of St. Louis, issue Mar, pages 9-15.
- William Poole, 1978. "Using T-bill futures to gauge interest rate expectations," Economic Review, Federal Reserve Bank of San Francisco, issue Spr, pages 7-19.
- Michael T. Belongia & G. J. Santoni, 1987. "Interest Rate Risk, Market Value, And Hedging Financial Portfolios," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 10(1), pages 47-55, 03.
- Adrian W. Throop, 1981. "Interest rate forecasts and market efficiency," Economic Review, Federal Reserve Bank of San Francisco, issue Spr, pages 29-43.
- Roy H. Webb, 1987. "The irrelevance of tests for bias in series of macroeconomic forecasts," Economic Review, Federal Reserve Bank of Richmond, issue Nov, pages 3-9.
- Nordhaus, William D, 1987.
"Forecasting Efficiency: Concepts and Applications,"
The Review of Economics and Statistics,
MIT Press, vol. 69(4), pages 667-674, November.
- William D. Nordhaus, 1985. "Forecasting Efficiency: Concepts and Applications," Cowles Foundation Discussion Papers 774, Cowles Foundation for Research in Economics, Yale University.
- Nankervis, J. C. & Savin, N. E., 1985. "Testing the autoregressive parameter with the t statistic," Journal of Econometrics, Elsevier, vol. 27(2), pages 143-161, February.
- Daniel L. Thornton, 1988. "The borrowed-reserves operating procedures: theory and evidence," Review, Federal Reserve Bank of St. Louis, issue Jan, pages 30-54. Full references (including those not matched with items on IDEAS)
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