International Evidence on Professional Interest Rate Forecasts: The Impact of Forecasting Ability
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- Cukierman, Alex & Lustenberger, Thomas, 2017. "International evidence on professional interest rates forecasts: The impact of forecasting ability," CEPR Discussion Papers 12489, C.E.P.R. Discussion Papers.
References listed on IDEAS
- Ottaviani, Marco & Sorensen, Peter Norman, 2006.
"The strategy of professional forecasting,"
Journal of Financial Economics, Elsevier, vol. 81(2), pages 441-466, August.
- Marco Ottaviani & Peter Norman Sorensen, 2001. "The Strategy of Professional Forecasting," Discussion Papers 01-09, University of Copenhagen. Department of Economics.
- Marco Ottaviani & Peter Norman Sørensen, 2004. "The Strategy of Professional Forecasting," FRU Working Papers 2004/05, University of Copenhagen. Department of Economics. Finance Research Unit.
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More about this item
Keywords
Forecasting interest rates and bond yields; impact of forecasting ability on forecast formation;JEL classification:
- E47 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Forecasting and Simulation: Models and Applications
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FOR-2018-07-30 (Forecasting)
- NEP-MAC-2018-07-30 (Macroeconomics)
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