Can implied forward mortgage rates predict future mortgage rates - recent New Zealand experience
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- repec:wsi:wschap:9789813148543_0011 is not listed on IDEAS
- Martin D. D. Evans & Richard K. Lyons, 2017.
"Meese-Rogoff Redux: Micro-Based Exchange-Rate Forecasting,"
World Scientific Book Chapters,in: Studies in Foreign Exchange Economics, chapter 11, pages 457-475
World Scientific Publishing Co. Pte. Ltd..
- Martin D. D. Evans & Richard K. Lyons, 2005. "Meese-Rogoff Redux: Micro-Based Exchange-Rate Forecasting," American Economic Review, American Economic Association, vol. 95(2), pages 405-414, May.
- Martin D. D. Evans(Georgetown University and NBER) and Richard K. Lyons(U.C. Berkeley and NBER, Haas School of Business), 2005. "Meese-Rogoff Redux: Micro-Based Exchange Rate Forecasting," Working Papers gueconwpa~05-05-01, Georgetown University, Department of Economics.
- Martin D.D. Evans & Richard K. Lyons, 2005. "Meese-Rogoff Redux: Micro-Based Exchange Rate Forecasting," NBER Working Papers 11042, National Bureau of Economic Research, Inc.
- William Poole, 2005.
"Understanding the term structure of interest rates,"
Federal Reserve Bank of St. Louis, issue Sep, pages 589-596.
- William Poole, 2005. "Understanding the term structure of interest rates," Speech 2, Federal Reserve Bank of St. Louis.
- Yuong Ha & Michael Reddell, 1998. "What do forward interest and exchange rates tell us?," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 61, June.
- Ying Liu, 2001. "Modelling Mortgage Rate Changes with a Smooth Transition Error-Correction Model," Staff Working Papers 01-23, Bank of Canada.
More about this item
Keywordsimplied forward mortgage rates; New Zealand; spot mortgage rates;
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