Testing for the rationality of central bank interest rate forecasts
Year of publication: |
2022
|
---|---|
Authors: | Frenkel, Michael ; Jung, Jin-Kyu ; Ruelke, Jan-Christoph |
Subject: | Asymmetric loss | Forecast rationality | Interest rate forecasts | Zins | Interest rate | Prognose | Forecast | Prognoseverfahren | Forecasting model | Theorie | Theory | Zinspolitik | Interest rate policy | Zentralbank | Central bank | Rationale Erwartung | Rational expectations | Wirtschaftsprognose | Economic forecast |
-
Interest Rate Assumptions and Predictive Accuracy of Central Bank Forecasts
Schultefrankenfeld, Guido, (2017)
-
The effect of the ECB's forward guidance on interest rate forecasts
Fendel, Ralf, (2020)
-
Forecast rationality and monetary policy frameworks : evidence from UK interest rate forecasts
Georgios Chortareas, Georgios, (2012)
- More ...
-
Testing for the rationality of central bank interest rate forecasts
Frenkel, Michael, (2021)
-
Bankenrettung, Bankenaufsicht und Bankenunion
Frenkel, Michael, (2012)
-
"Ex-ante" Taylor rules and expectation forming in emerging markets
Fendel, Ralf, (2011)
- More ...