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Econometric Models and Current Interest Rates: How Well Do They Predict Future Rates?

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  • Elliott, J Walter
  • Baier, Jerome R

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  • Elliott, J Walter & Baier, Jerome R, 1979. "Econometric Models and Current Interest Rates: How Well Do They Predict Future Rates?," Journal of Finance, American Finance Association, vol. 34(4), pages 975-986, September.
    • Handle: RePEc:bla:jfinan:v:34:y:1979:i:4:p:975-86
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    Cited by:

    1. Kladívko, Kamil & Österholm, Pär, 2021. "Do market participants’ forecasts of financial variables outperform the random-walk benchmark?," Finance Research Letters, Elsevier, vol. 40(C).
    2. Kroon, E.P., 1991. "Bond market efficiency : some Dutch evidence," Serie Research Memoranda 0045, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    3. Kamil Kladívko & Pär Österholm, 2024. "Analysts versus the random walk in financial forecasting: evidence from the Czech National Bank’s Financial Market Inflation Expectations survey," Applied Economics, Taylor & Francis Journals, vol. 56(17), pages 2077-2088, April.
    4. Kelly, Logan J, 2008. "The Currency Equivalent Index and the Current Stock of Money," MPRA Paper 7176, University Library of Munich, Germany.
    5. Kiss, Tamás & Kladívko, Kamil & Silfverberg, Oliwer & Österholm, Pär, 2023. "Market participants or the random walk – who forecasts better? Evidence from micro-level survey data," Finance Research Letters, Elsevier, vol. 54(C).
    6. Kelly, Logan, 2007. "Measuring the Economic Stock of Money," MPRA Paper 4914, University Library of Munich, Germany.

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