The empirical (ir)relevance of the interest rate assumption for central bank forecasts
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- Malte Knüppel & Guido Schultefrankenfeld, 2017. "Interest rate assumptions and predictive accuracy of central bank forecasts," Empirical Economics, Springer, vol. 53(1), pages 195-215, August.
- Knüppel, Malte & Schultefrankenfeld, Guido, 2013. "The Empirical (Ir)Relevance of the Interest Rate Assumption for Central Bank Forecasts," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 80042, Verein für Socialpolitik / German Economic Association.
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Citations
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Cited by:
- Malte Knüppel & Guido Schultefrankenfeld, 2017.
"Interest rate assumptions and predictive accuracy of central bank forecasts,"
Empirical Economics, Springer, vol. 53(1), pages 195-215, August.
- Knüppel, Malte & Schultefrankenfeld, Guido, 2013. "The Empirical (Ir)Relevance of the Interest Rate Assumption for Central Bank Forecasts," VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 80042, Verein für Socialpolitik / German Economic Association.
- Knüppel, Malte & Schultefrankenfeld, Guido, 2013. "The empirical (ir)relevance of the interest rate assumption for central bank forecasts," Discussion Papers 11/2013, Deutsche Bundesbank.
- Knüppel, Malte & Schultefrankenfeld, Guido, 2019.
"Assessing the uncertainty in central banks’ inflation outlooks,"
International Journal of Forecasting, Elsevier, vol. 35(4), pages 1748-1769.
- Knüppel, Malte & Schultefrankenfeld, Guido, 2018. "Assessing the uncertainty in central banks' inflation outlooks," Discussion Papers 56/2018, Deutsche Bundesbank.
- Monica Jain & Christopher S. Sutherland, 2020.
"How Do Central Bank Projections and Forward Guidance Influence Private-Sector Forecasts?,"
International Journal of Central Banking, International Journal of Central Banking, vol. 16(5), pages 179-218, October.
- Monica Jain & Christopher S. Sutherland, 2018. "How Do Central Bank Projections and Forward Guidance Influence Private-Sector Forecasts?," Staff Working Papers 18-2, Bank of Canada.
- Otmar Issing, 2013. "A New Paradigm for Monetary Policy?," International Finance, Wiley Blackwell, vol. 16(2), pages 273-288, June.
- Guido Schultefrankenfeld, 2020.
"Appropriate monetary policy and forecast disagreement at the FOMC,"
Empirical Economics, Springer, vol. 58(1), pages 223-255, January.
- Schultefrankenfeld, Guido, 2017. "Appropriate monetary policy and forecast disagreement at the FOMC," Discussion Papers 39/2017, Deutsche Bundesbank.
- Issing, Otmar, 2013. "A new paradigm for monetary policy?," CFS Working Paper Series 2013/02, Center for Financial Studies (CFS).
- Reifschneider, David & Tulip, Peter, 2019. "Gauging the uncertainty of the economic outlook using historical forecasting errors: The Federal Reserve’s approach," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1564-1582.
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More about this item
Keywords
Forecast Accuracy; Density Forecasts; Projections;JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2013-04-27 (Central Banking)
- NEP-FOR-2013-04-27 (Forecasting)
- NEP-MON-2013-04-27 (Monetary Economics)
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