Testing for the rationality of central bank interest rate forecasts
Year of publication: |
2022
|
---|---|
Authors: | Frenkel, Michael ; Jung, Jin-Kyu ; Ruelke, Jan-Christoph |
Published in: |
Empirical economics : a quarterly journal of the Institute for Advanced Studies. - Berlin : Springer, ISSN 1435-8921, ZDB-ID 1462176-9. - Vol. 62.2022, 3, p. 1037-1078
|
Subject: | Asymmetric loss | Forecast rationality | Interest rate forecasts | Zins | Interest rate | Prognoseverfahren | Forecasting model | Prognose | Forecast | Theorie | Theory | Rationale Erwartung | Rational expectations | Wirtschaftsprognose | Economic forecast | Zentralbank | Central bank |
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