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Interest Rate Forecasts in Conventional and Unconventional Monetary Policy Periods

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  • Nelson Oliver
  • Mehmet Pasaogullari

Abstract

Monetary policy has been conducted with a different set of tools since the fi nancial crisis, and we investigate whether the change has affected the accuracy of professionals? interest-rate forecasts. We analyze the accuracy of federal funds rate and nominal Treasury yield forecasts in the periods before and after the introduction of new policy tools and find that,in general, forecast accuracy improved in the latter policy period.

Suggested Citation

  • Nelson Oliver & Mehmet Pasaogullari, 2015. "Interest Rate Forecasts in Conventional and Unconventional Monetary Policy Periods," Economic Commentary, Federal Reserve Bank of Cleveland, issue May.
    • Handle: RePEc:fip:fedcec:00034
    DOI: 10.26509/frbc-ec-201505
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    Cited by:

    1. Kenourgios, Dimitris & Papadamou, Stephanos & Dimitriou, Dimitrios & Zopounidis, Constantin, 2020. "Modelling the dynamics of unconventional monetary policies’ impact on professionals’ forecasts," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 64(C).
    2. Ibrahim Filiz & Jan René Judek & Marco Lorenz & Markus Spiwoks, 2021. "Sticky Stock Market Analysts," JRFM, MDPI, vol. 14(12), pages 1-27, December.

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