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Do interest-rate forecasters herd? International evidence

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  • Christian
  • Jan-Christoph R�lke

Abstract

Results of earlier empirical research on whether survey data on forecasts of interest rates exhibit signs of forecaster herding are mixed. We reconsider the question of forecaster herding using a large international data set of interest-rate forecasts. We do not find much evidence of forecaster herding. Rather, forecasters seem to anti-herd, that is, they seem to intentionally scatter their interest-rate forecasts around the consensus forecast.

Suggested Citation

  • Christian & Jan-Christoph R�lke, 2014. "Do interest-rate forecasters herd? International evidence," Applied Economics Letters, Taylor & Francis Journals, vol. 21(2), pages 93-98, January.
    • Handle: RePEc:taf:apeclt:v:21:y:2014:i:2:p:93-98
    DOI: 10.1080/13504851.2013.842636
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    Cited by:

    1. Carrillo-Tudela, Carlos & Hobijn, Bart & She, Powen & Visschers, Ludo, 2016. "The extent and cyclicality of career changes: Evidence for the U.K," European Economic Review, Elsevier, vol. 84(C), pages 18-41.
    2. Pierdzioch, Christian & Rülke, Jan-Christoph, 2014. "Central banks’ interest rate projections and forecast coordination," The North American Journal of Economics and Finance, Elsevier, vol. 28(C), pages 130-137.
    3. Claudia Andreea Urean & Viorel Dorin Lacatus & Loredana Mocean, 2016. "Information And Communications Technology As A Poverty Reduction Tool," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 1, pages 107-113, December.

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