Does real-time macroeconomic information help to predict interest rates?
Year of publication: |
2023
|
---|---|
Authors: | Caruso, Alberto ; Coroneo, Laura |
Subject: | factor models | forecasting | government bonds | real-time macroeconomics | survey data | Prognoseverfahren | Forecasting model | Zinsstruktur | Yield curve | Frühindikator | Leading indicator | Zins | Interest rate | Öffentliche Anleihe | Public bond | Wirtschaftsindikator | Economic indicator | Wirtschaftsprognose | Economic forecast | Theorie | Theory | Makroökonomik | Macroeconomics |
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